+64.9%
CRH vs RF
+119.8%
-54.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | -1.3% | +1.9% | -3.3% | -2.3% |
| 30D | +18.1% | +7.3% | +10.8% | +14.1% |
| 3M | -3.9% | -7.9% | +4.1% | +0.3% |
| 6M | -13.3% | +10.5% | -23.8% | -17.7% |
| YTD | -24.2% | +9.6% | -33.8% | -28.0% |
| 1Y | -14.9% | +20.3% | -35.2% | -22.8% |
| 3Y | +64.9% | +119.5% | -54.6% | +23.5% |
| All | +64.9% | +119.8% | -54.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling