+13,542.6%
MA vs CRH
+418.9%
+13,123.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -3.5% | -3.6% | +0.1% | -2.1% |
| 30D | +0.8% | -10.8% | +11.6% | +5.3% |
| 3M | +14.8% | -13.5% | +28.3% | +20.8% |
| 6M | +10.0% | -15.4% | +25.4% | +15.9% |
| YTD | -0.1% | -27.6% | +27.5% | +11.6% |
| 1Y | -2.2% | -18.4% | +16.2% | +3.5% |
| 3Y | +39.3% | +72.5% | -33.2% | +4.2% |
| 5Y | +66.3% | +99.2% | -32.8% | +15.1% |
| 10Y | +513.2% | +257.0% | +256.2% | +220.3% |
| All | +13,542.6% | +418.9% | +13,123.8% | +5,035.4% |
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