+94.6%
CRH vs RF
+85.9%
+8.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -4.8% | -1.6% | -3.1% | -4.0% |
| 30D | -13.1% | -4.3% | -8.8% | -11.4% |
| 3M | -12.0% | +5.9% | -17.8% | -14.3% |
| 6M | -16.9% | +14.1% | -31.0% | -21.9% |
| YTD | -29.0% | +13.8% | -42.8% | -33.3% |
| 1Y | -20.3% | +15.2% | -35.6% | -25.9% |
| 3Y | +69.2% | +90.6% | -21.3% | +24.2% |
| 5Y | +94.6% | +88.9% | +5.7% | +45.3% |
| All | +94.6% | +85.9% | +8.7% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling