+1,877.1%
CVS vs CRH
+5,984.3%
-4,107.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -2.0% | -4.8% | +2.8% | -1.2% |
| 30D | +1.9% | -13.1% | +15.0% | +4.3% |
| 3M | -2.2% | -12.0% | +9.8% | -0.3% |
| 6M | +26.7% | -16.9% | +43.6% | +30.1% |
| YTD | +22.9% | -29.0% | +51.9% | +29.3% |
| 1Y | +32.9% | -20.3% | +53.2% | +36.9% |
| 3Y | +62.3% | +69.2% | -7.0% | +45.0% |
| 5Y | +34.2% | +94.6% | -60.4% | +15.6% |
| 10Y | +41.8% | +250.3% | -208.5% | +8.6% |
| All | +1,877.1% | +5,984.3% | -4,107.2% | +1,054.4% |
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