+983.9%
CRH vs TRI
+509.5%
+474.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.1% |
| 7D | -6.1% | -7.9% | +1.8% | -1.7% |
| 30D | -9.3% | -4.5% | -4.8% | -7.7% |
| 3M | -15.2% | +22.1% | -37.3% | -26.6% |
| 6M | -14.2% | -2.8% | -11.4% | -17.7% |
| YTD | -28.3% | -23.4% | -4.8% | -22.7% |
| 1Y | -21.8% | -41.5% | +19.8% | -0.7% |
| 3Y | +71.6% | -19.2% | +90.8% | +71.6% |
| 5Y | +96.6% | -9.4% | +106.0% | +80.3% |
| 10Y | +253.8% | +195.6% | +58.3% | +43.5% |
| All | +983.9% | +509.5% | +474.4% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling