+632.4%
GEV vs CRH
+3.8%
+628.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.0% |
| 7D | +1.6% | -6.1% | +7.7% | +5.3% |
| 30D | -7.9% | -9.3% | +1.3% | -2.7% |
| 3M | +5.6% | -15.2% | +20.8% | +15.0% |
| 6M | +13.1% | -14.2% | +27.3% | +21.2% |
| YTD | +46.7% | -28.3% | +75.0% | +75.6% |
| 1Y | +51.3% | -21.8% | +73.1% | +69.5% |
| All | +632.4% | +3.8% | +628.6% | +539.4% |
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