+71.6%
CRH vs TLN
+471.2%
-399.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -1.3% | -4.7% | -5.8% |
| 30D | -9.3% | -14.3% | +5.1% | -6.5% |
| 3M | -15.2% | -9.3% | -5.9% | -14.2% |
| 6M | -14.2% | -1.1% | -13.1% | -15.3% |
| YTD | -28.3% | -16.6% | -11.7% | -27.2% |
| 1Y | -21.8% | -22.0% | +0.2% | -19.9% |
| 3Y | +71.6% | +470.2% | -398.6% | +5.1% |
| All | +71.6% | +471.2% | -399.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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