+113.5%
CSCO vs CRH
+70.5%
+43.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +4.1% |
| 7D | +2.7% | -6.1% | +8.7% | +4.2% |
| 30D | -9.5% | -9.3% | -0.2% | -7.5% |
| 3M | -7.6% | -15.2% | +7.6% | -4.4% |
| 6M | +44.9% | -14.2% | +59.1% | +48.7% |
| YTD | +47.7% | -28.3% | +75.9% | +58.9% |
| 1Y | +69.1% | -21.8% | +90.9% | +77.3% |
| 3Y | +113.5% | +71.6% | +41.9% | +91.3% |
| All | +113.5% | +70.5% | +43.0% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling