+57.4%
MAR vs CRH
-13.9%
+71.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.1% |
| 7D | +7.7% | +14.2% | -6.4% | +2.8% |
| 30D | +19.4% | +19.5% | -0.2% | +12.1% |
| 3M | +23.3% | +0.4% | +23.0% | +22.5% |
| 6M | +22.8% | -10.1% | +33.0% | +26.7% |
| YTD | +37.8% | -19.9% | +57.7% | +44.9% |
| 1Y | +57.4% | -14.8% | +72.2% | +64.9% |
| All | +57.4% | -13.9% | +71.2% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling