+6,189.1%
CRH vs RF
+1,518.6%
+4,670.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | -0.6% | +2.7% | -3.3% | -1.4% |
| 30D | -9.5% | -3.4% | -6.1% | -8.6% |
| 3M | -10.4% | +6.4% | -16.8% | -11.9% |
| 6M | -14.2% | +13.4% | -27.6% | -17.1% |
| YTD | -26.6% | +14.2% | -40.8% | -29.3% |
| 1Y | -18.2% | +15.7% | -33.9% | -21.7% |
| 3Y | +74.9% | +91.3% | -16.4% | +44.5% |
| 5Y | +101.7% | +89.8% | +11.9% | +65.4% |
| 10Y | +249.4% | +336.7% | -87.3% | +125.3% |
| All | +6,189.1% | +1,518.6% | +4,670.5% | +3,277.1% |
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