+238.9%
CRM vs CRH
+253.3%
-14.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -4.4% | -6.1% | +1.6% | -1.9% |
| 30D | +28.1% | -9.3% | +37.4% | +33.1% |
| 3M | +48.8% | -15.2% | +64.0% | +58.5% |
| 6M | +28.3% | -14.2% | +42.5% | +33.5% |
| YTD | -6.0% | -28.3% | +22.2% | +5.7% |
| 1Y | +1.4% | -21.8% | +23.2% | +8.8% |
| 3Y | +11.8% | +71.6% | -59.8% | -19.6% |
| 5Y | -2.0% | +96.6% | -98.6% | -35.5% |
| All | +238.9% | +253.3% | -14.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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