+2,326.6%
EXC vs CRH
+5,984.3%
-3,657.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.6% | -4.8% | +3.1% | -0.9% |
| 30D | -2.4% | -13.1% | +10.7% | -0.4% |
| 3M | -4.0% | -12.0% | +8.0% | -2.3% |
| 6M | -9.8% | -16.9% | +7.1% | -7.7% |
| YTD | +2.3% | -29.0% | +31.3% | +7.0% |
| 1Y | +3.8% | -20.3% | +24.2% | +6.5% |
| 3Y | +19.7% | +69.2% | -49.5% | +7.2% |
| 5Y | +45.6% | +94.6% | -49.0% | +25.9% |
| 10Y | +159.0% | +250.3% | -91.3% | +101.3% |
| All | +2,326.6% | +5,984.3% | -3,657.7% | +1,667.8% |
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