+6,393.0%
CRH vs RF
+1,453.4%
+4,939.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -1.3% | +1.9% | -3.3% | -1.9% |
| 30D | +18.1% | +7.3% | +10.8% | +15.9% |
| 3M | -3.9% | -7.9% | +4.1% | -1.6% |
| 6M | -13.3% | +10.5% | -23.8% | -15.7% |
| YTD | -24.2% | +9.6% | -33.8% | -26.1% |
| 1Y | -14.9% | +20.3% | -35.2% | -19.2% |
| 3Y | +64.9% | +119.5% | -54.6% | +32.0% |
| 5Y | +109.0% | +48.2% | +60.8% | +83.6% |
| 10Y | +248.9% | +234.3% | +14.6% | +140.2% |
| All | +6,393.0% | +1,453.4% | +4,939.6% | +3,429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling