-0.8%
CRM vs CRH
+93.9%
-94.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -4.4% | -6.1% | +1.6% | -2.0% |
| 30D | +28.1% | -9.3% | +37.4% | +33.0% |
| 3M | +48.8% | -15.2% | +64.0% | +58.2% |
| 6M | +28.3% | -14.2% | +42.5% | +33.1% |
| YTD | -6.0% | -28.3% | +22.2% | +5.8% |
| 1Y | +1.4% | -21.8% | +23.2% | +8.5% |
| 3Y | +11.8% | +71.6% | -59.8% | -25.7% |
| All | -0.8% | +93.9% | -94.7% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling