-12.1%
DOW vs CRH
+239.7%
-251.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | -1.4% | -6.1% | +4.7% | +1.8% |
| 30D | -3.9% | -9.3% | +5.3% | +0.7% |
| 3M | -12.7% | -15.2% | +2.5% | -6.1% |
| 6M | -13.7% | -14.2% | +0.5% | -10.2% |
| YTD | +28.4% | -28.3% | +56.6% | +47.6% |
| 1Y | +21.8% | -21.8% | +43.5% | +32.2% |
| 3Y | -35.7% | +71.6% | -107.3% | -58.9% |
| 5Y | -36.8% | +96.6% | -133.4% | -64.5% |
| All | -12.1% | +239.7% | -251.7% | -62.9% |
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