+2,764.4%
GE vs CRH
+6,046.1%
-3,281.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -4.0% | -6.1% | +2.1% | -2.3% |
| 30D | -11.4% | -9.3% | -2.1% | -9.0% |
| 3M | -2.6% | -15.2% | +12.6% | +1.8% |
| 6M | -0.3% | -14.2% | +13.9% | +4.0% |
| YTD | +5.4% | -28.3% | +33.6% | +15.3% |
| 1Y | +15.5% | -21.8% | +37.3% | +23.2% |
| 3Y | +260.8% | +71.6% | +189.1% | +207.2% |
| 5Y | +421.6% | +96.6% | +325.0% | +325.6% |
| 10Y | +150.6% | +253.8% | -103.3% | +76.1% |
| All | +2,764.4% | +6,046.1% | -3,281.6% | +1,383.7% |
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