+584.7%
F vs CRH
+6,189.1%
-5,604.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.4% | -3.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +1.2% | -9.5% | +10.7% | +4.4% |
| 3M | -5.7% | -10.4% | +4.7% | -2.6% |
| 6M | +17.9% | -14.2% | +32.1% | +23.2% |
| YTD | +10.4% | -26.6% | +37.0% | +20.7% |
| 1Y | +25.3% | -18.2% | +43.6% | +32.3% |
| 3Y | +37.5% | +74.9% | -37.5% | +13.4% |
| 5Y | +46.5% | +101.7% | -55.2% | +15.8% |
| 10Y | +86.4% | +249.4% | -163.0% | +25.0% |
| All | +584.7% | +6,189.1% | -5,604.4% | +222.1% |
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