+12,769.2%
FIX vs CRH
+1,927.9%
+10,841.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +3.7% |
| 7D | +6.1% | -0.6% | +6.7% | +6.2% |
| 30D | -2.7% | -9.5% | +6.8% | +0.5% |
| 3M | -10.9% | -10.4% | -0.5% | -8.0% |
| 6M | +29.0% | -14.2% | +43.2% | +35.2% |
| YTD | +76.9% | -26.6% | +103.5% | +95.2% |
| 1Y | +130.7% | -18.2% | +149.0% | +146.0% |
| 3Y | +790.7% | +74.9% | +715.7% | +656.5% |
| 5Y | +2,185.6% | +101.7% | +2,083.9% | +1,744.1% |
| 10Y | +5,993.3% | +249.4% | +5,743.9% | +4,098.4% |
| All | +12,769.2% | +1,927.9% | +10,841.3% | +8,256.8% |
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