+379.9%
CSCO vs CRH
+253.3%
+126.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +4.0% |
| 7D | +2.7% | -6.1% | +8.7% | +4.9% |
| 30D | -9.5% | -9.3% | -0.2% | -6.5% |
| 3M | -7.6% | -15.2% | +7.6% | -2.8% |
| 6M | +44.9% | -14.2% | +59.1% | +50.8% |
| YTD | +47.7% | -28.3% | +75.9% | +63.5% |
| 1Y | +69.1% | -21.8% | +90.9% | +80.8% |
| 3Y | +113.5% | +71.6% | +41.9% | +65.2% |
| 5Y | +122.8% | +96.6% | +26.1% | +58.7% |
| All | +379.9% | +253.3% | +126.6% | +161.9% |
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