+6,101.6%
CRH vs TT
+16,003.4%
-9,901.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | -10.8% | -6.7% | -4.2% | -8.6% |
| 3M | -13.5% | -5.4% | -8.1% | -11.9% |
| 6M | -15.4% | +4.4% | -19.8% | -16.8% |
| YTD | -27.6% | +14.9% | -42.5% | -31.3% |
| 1Y | -18.4% | +9.3% | -27.7% | -21.3% |
| 3Y | +72.5% | +121.7% | -49.2% | +29.5% |
| 5Y | +99.2% | +148.2% | -49.0% | +43.5% |
| 10Y | +257.0% | +957.3% | -700.2% | +63.9% |
| All | +6,101.6% | +16,003.4% | -9,901.8% | +1,900.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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