+388.2%
EFA vs CRH
+916.1%
-527.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.5% | -6.1% | +4.5% | +0.8% |
| 30D | -1.7% | -9.3% | +7.6% | +1.8% |
| 3M | +3.5% | -15.2% | +18.7% | +9.5% |
| 6M | +9.5% | -14.2% | +23.7% | +14.9% |
| YTD | +12.9% | -28.3% | +41.1% | +26.2% |
| 1Y | +18.2% | -21.8% | +40.0% | +27.4% |
| 3Y | +64.8% | +71.6% | -6.8% | +28.4% |
| 5Y | +53.9% | +96.6% | -42.7% | +11.8% |
| 10Y | +144.8% | +253.8% | -109.1% | +36.3% |
| All | +388.2% | +916.1% | -527.9% | +83.8% |
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