+1,277.6%
CRH vs TPR
+7,101.5%
-5,823.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.1% | -2.7% |
| 7D | -0.6% | -3.4% | +2.7% | +0.4% |
| 30D | -9.5% | -27.3% | +17.8% | -0.6% |
| 3M | -10.4% | -16.2% | +5.8% | -6.0% |
| 6M | -14.2% | -17.9% | +3.7% | -9.6% |
| YTD | -26.6% | -7.1% | -19.5% | -25.9% |
| 1Y | -18.2% | +13.6% | -31.9% | -22.9% |
| 3Y | +74.9% | +293.7% | -218.8% | +8.5% |
| 5Y | +101.7% | +239.1% | -137.4% | +27.4% |
| 10Y | +249.4% | +311.2% | -61.8% | +82.5% |
| All | +1,277.6% | +7,101.5% | -5,823.8% | +352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling