-16.6%
CRH vs TDY
+16.1%
-32.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -1.2% |
| 7D | +5.3% | -12.7% | +18.0% | +10.2% |
| 30D | +14.2% | -4.9% | +19.1% | +15.6% |
| 3M | -4.2% | -13.5% | +9.3% | +0.4% |
| 6M | -14.5% | -6.4% | -8.2% | -13.4% |
| YTD | -22.7% | +15.9% | -38.5% | -24.1% |
| 1Y | -16.6% | +15.4% | -32.0% | -18.5% |
| All | -16.6% | +16.1% | -32.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling