+110.8%
CRH vs RF
+47.5%
+63.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | -1.3% | +1.9% | -3.3% | -2.2% |
| 30D | +18.1% | +7.3% | +10.8% | +14.4% |
| 3M | -3.9% | -7.9% | +4.1% | 0.0% |
| 6M | -13.3% | +10.5% | -23.8% | -17.4% |
| YTD | -24.2% | +9.6% | -33.8% | -27.6% |
| 1Y | -14.9% | +20.3% | -35.2% | -22.2% |
| 3Y | +64.9% | +119.5% | -54.6% | +13.6% |
| All | +110.8% | +47.5% | +63.4% | +73.8% |
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