+94.1%
CRH vs USFR
+20.6%
+73.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.2% |
| 7D | -6.1% | +0.1% | -6.2% | -5.8% |
| 30D | -9.3% | +0.4% | -9.6% | -8.5% |
| 3M | -15.2% | +1.0% | -16.2% | -13.2% |
| 6M | -14.2% | +2.0% | -16.2% | -10.5% |
| YTD | -28.3% | +2.8% | -31.0% | -24.1% |
| 1Y | -21.8% | +4.1% | -25.9% | -15.4% |
| 3Y | +71.6% | +14.1% | +57.5% | +129.7% |
| All | +94.1% | +20.6% | +73.5% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling