+5.6%
CVS vs CRH
-13.9%
+19.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.6% | -18.2% | -12.5% |
| 7D | -11.1% | +14.2% | -25.3% | -11.6% |
| 30D | -7.4% | +19.5% | -27.0% | -8.4% |
| 3M | -22.9% | +0.4% | -23.2% | -22.8% |
| 6M | -1.2% | -10.1% | +9.0% | -0.2% |
| YTD | +3.9% | -19.9% | +23.8% | +5.0% |
| 1Y | +5.6% | -14.8% | +20.4% | +5.8% |
| All | +5.6% | -13.9% | +19.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling