+245.6%
CRH vs TPR
+327.7%
-82.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.3% |
| 7D | -6.1% | -3.0% | -3.1% | -5.1% |
| 30D | -9.3% | -22.6% | +13.4% | -2.0% |
| 3M | -15.2% | -18.2% | +3.0% | -10.2% |
| 6M | -14.2% | -18.0% | +3.8% | -9.5% |
| YTD | -28.3% | -6.4% | -21.9% | -27.8% |
| 1Y | -21.8% | +12.3% | -34.1% | -26.2% |
| 3Y | +71.6% | +298.7% | -227.0% | +3.5% |
| 5Y | +96.6% | +232.5% | -135.9% | +22.0% |
| All | +245.6% | +327.7% | -82.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling