-14.6%
CRH vs TEM
-15.5%
+0.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | -5.4% | +38.4% | -43.7% | -10.0% |
| 3M | -11.2% | +23.7% | -34.8% | -14.7% |
| 6M | -15.8% | +26.0% | -41.8% | -20.0% |
| YTD | -23.6% | +9.4% | -33.1% | -26.3% |
| 1Y | -14.6% | -17.3% | +2.7% | -15.8% |
| All | -14.6% | -15.5% | +0.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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