-9.9%
LOW vs CRH
+70.5%
-80.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -3.7% | -6.1% | +2.3% | -1.3% |
| 30D | -8.9% | -9.3% | +0.4% | -5.3% |
| 3M | -10.4% | -15.2% | +4.8% | -4.4% |
| 6M | -19.4% | -14.2% | -5.2% | -14.4% |
| YTD | -17.1% | -28.3% | +11.1% | -6.6% |
| 1Y | -26.3% | -21.8% | -4.5% | -19.7% |
| 3Y | -9.9% | +71.6% | -81.5% | -27.3% |
| All | -9.9% | +70.5% | -80.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling