+39.1%
MA vs CRH
+70.5%
-31.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.7% | -6.1% | +4.3% | -0.4% |
| 30D | +1.7% | -9.3% | +11.0% | +3.8% |
| 3M | +17.2% | -15.2% | +32.4% | +21.2% |
| 6M | +13.3% | -14.2% | +27.5% | +16.0% |
| YTD | +0.2% | -28.3% | +28.4% | +7.1% |
| 1Y | -2.7% | -21.8% | +19.1% | +1.4% |
| 3Y | +39.1% | +71.6% | -32.6% | +17.2% |
| All | +39.1% | +70.5% | -31.4% | +17.2% |
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 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