+34,147.2%
LOW vs CRH
+6,046.1%
+28,101.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.7% | -6.1% | +2.3% | -2.1% |
| 30D | -8.9% | -9.3% | +0.4% | -6.5% |
| 3M | -10.4% | -15.2% | +4.8% | -6.5% |
| 6M | -19.4% | -14.2% | -5.2% | -16.1% |
| YTD | -17.1% | -28.3% | +11.1% | -9.8% |
| 1Y | -26.3% | -21.8% | -4.5% | -21.7% |
| 3Y | -9.9% | +71.6% | -81.5% | -22.7% |
| 5Y | +6.1% | +96.6% | -90.5% | -12.9% |
| 10Y | +230.8% | +253.8% | -23.0% | +133.7% |
| All | +34,147.2% | +6,046.1% | +28,101.2% | +18,308.2% |
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