+110.1%
DELL vs CRH
-17.3%
+127.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.4% | -11.5% | -13.9% |
| 7D | -33.4% | +5.3% | -38.7% | -34.5% |
| 30D | -44.7% | +14.2% | -58.9% | -47.5% |
| 3M | -31.4% | -4.2% | -27.2% | -29.9% |
| 6M | +46.9% | -14.5% | +61.5% | +57.4% |
| YTD | +154.4% | -22.7% | +177.1% | +186.9% |
| 1Y | +110.1% | -16.6% | +126.7% | +123.7% |
| All | +110.1% | -17.3% | +127.4% | +123.7% |
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 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