+245.6%
CRH vs TRI
+196.2%
+49.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -6.1% | -7.9% | +1.8% | -3.2% |
| 30D | -9.3% | -4.5% | -4.8% | -8.2% |
| 3M | -15.2% | +22.1% | -37.3% | -23.2% |
| 6M | -14.2% | -2.8% | -11.4% | -15.7% |
| YTD | -28.3% | -23.4% | -4.8% | -21.7% |
| 1Y | -21.8% | -41.5% | +19.8% | -1.6% |
| 3Y | +71.6% | -19.2% | +90.8% | +72.9% |
| 5Y | +96.6% | -9.4% | +106.0% | +81.5% |
| All | +245.6% | +196.2% | +49.4% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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