+5,074.9%
DELL vs CRH
+242.6%
+4,832.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.4% |
| 7D | +8.2% | -6.1% | +14.3% | +11.9% |
| 30D | +17.1% | -9.3% | +26.4% | +23.5% |
| 3M | +45.2% | -15.2% | +60.4% | +57.1% |
| 6M | +286.8% | -14.2% | +301.0% | +314.3% |
| YTD | +354.8% | -28.3% | +383.0% | +437.3% |
| 1Y | +358.3% | -21.8% | +380.0% | +414.5% |
| 3Y | +724.9% | +71.6% | +653.3% | +512.7% |
| 5Y | +1,193.7% | +96.6% | +1,097.1% | +769.1% |
| 10Y | +4,433.8% | +253.8% | +4,180.0% | +2,052.7% |
| All | +5,074.9% | +242.6% | +4,832.3% | +2,369.2% |
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