+6,046.1%
CRH vs UL
+2,567.3%
+3,478.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.1% | -3.4% | -2.7% | -4.7% |
| 30D | -9.3% | +0.5% | -9.8% | -9.4% |
| 3M | -15.2% | +7.2% | -22.4% | -17.7% |
| 6M | -14.2% | -3.1% | -11.2% | -13.4% |
| YTD | -28.3% | -2.7% | -25.5% | -27.8% |
| 1Y | -21.8% | -10.2% | -11.5% | -19.1% |
| 3Y | +71.6% | +20.3% | +51.4% | +55.8% |
| 5Y | +96.6% | +19.9% | +76.7% | +77.0% |
| 10Y | +253.8% | +66.5% | +187.4% | +175.9% |
| All | +6,046.1% | +2,567.3% | +3,478.8% | +3,198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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