+358.3%
DELL vs CRH
-20.2%
+378.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.5% |
| 7D | +8.2% | -6.1% | +14.3% | +11.3% |
| 30D | +17.1% | -9.3% | +26.4% | +22.3% |
| 3M | +45.2% | -15.2% | +60.4% | +54.3% |
| 6M | +286.8% | -14.2% | +301.0% | +306.5% |
| YTD | +354.8% | -28.3% | +383.0% | +432.2% |
| 1Y | +358.3% | -21.8% | +380.0% | +399.1% |
| All | +358.3% | -20.2% | +378.4% | +399.1% |
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