+216,799.3%
CSCO vs CRH
+5,182.0%
+211,617.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -1.1% | -4.8% | +3.7% | +0.1% |
| 30D | -10.8% | -13.1% | +2.3% | -7.7% |
| 3M | -9.2% | -12.0% | +2.7% | -6.7% |
| 6M | +39.5% | -16.9% | +56.4% | +44.9% |
| YTD | +41.5% | -29.0% | +70.5% | +52.6% |
| 1Y | +61.0% | -20.3% | +81.3% | +68.3% |
| 3Y | +105.2% | +69.2% | +36.0% | +75.3% |
| 5Y | +113.4% | +94.6% | +18.8% | +73.7% |
| 10Y | +368.7% | +250.3% | +118.4% | +223.7% |
| All | +216,799.3% | +5,182.0% | +211,617.3% | +102,327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling