+71.6%
CRH vs TDY
+46.9%
+24.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | -6.1% | -1.1% | -4.9% | -5.5% |
| 30D | -9.3% | -12.0% | +2.8% | -3.3% |
| 3M | -15.2% | -3.2% | -12.0% | -14.1% |
| 6M | -14.2% | -7.9% | -6.3% | -11.0% |
| YTD | -28.3% | +18.2% | -46.5% | -35.0% |
| 1Y | -21.8% | +6.7% | -28.4% | -25.1% |
| 3Y | +71.6% | +47.5% | +24.1% | +40.0% |
| All | +71.6% | +46.9% | +24.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling