+245.6%
CRH vs USFR
+28.1%
+217.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.1% |
| 7D | -6.1% | +0.1% | -6.2% | -6.0% |
| 30D | -9.3% | +0.4% | -9.6% | -9.1% |
| 3M | -15.2% | +1.0% | -16.2% | -14.8% |
| 6M | -14.2% | +2.0% | -16.2% | -13.5% |
| YTD | -28.3% | +2.8% | -31.0% | -27.5% |
| 1Y | -21.8% | +4.1% | -25.9% | -20.6% |
| 3Y | +71.6% | +14.1% | +57.5% | +80.6% |
| 5Y | +96.6% | +20.6% | +76.0% | +109.3% |
| All | +245.6% | +28.1% | +217.5% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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