+1,455.0%
DIS vs CRH
+6,189.1%
-4,734.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.7% |
| 7D | -1.1% | -0.6% | -0.4% | -1.0% |
| 30D | +0.1% | -9.5% | +9.6% | +2.5% |
| 3M | +7.1% | -10.4% | +17.5% | +9.7% |
| 6M | +4.3% | -14.2% | +18.5% | +7.7% |
| YTD | -6.9% | -26.6% | +19.6% | -0.4% |
| 1Y | -10.3% | -18.2% | +7.9% | -6.5% |
| 3Y | +32.8% | +74.9% | -42.1% | +14.2% |
| 5Y | -41.5% | +101.7% | -143.2% | -51.7% |
| 10Y | +21.2% | +249.4% | -228.2% | -13.2% |
| All | +1,455.0% | +6,189.1% | -4,734.0% | +744.6% |
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