+297.4%
CRH vs TRU
+228.8%
+68.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -6.1% | -2.7% | -3.3% | -4.9% |
| 30D | -9.3% | -2.0% | -7.2% | -8.8% |
| 3M | -15.2% | +18.4% | -33.6% | -21.7% |
| 6M | -14.2% | +8.9% | -23.1% | -18.4% |
| YTD | -28.3% | -8.9% | -19.3% | -27.1% |
| 1Y | -21.8% | -15.9% | -5.9% | -18.5% |
| 3Y | +71.6% | -1.1% | +72.7% | +58.2% |
| 5Y | +96.6% | -35.2% | +131.8% | +115.2% |
| 10Y | +253.8% | +145.3% | +108.6% | +112.5% |
| All | +297.4% | +228.8% | +68.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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