+433.8%
MAR vs CRH
+253.3%
+180.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -0.5% | -6.1% | +5.5% | +2.9% |
| 30D | -5.4% | -9.3% | +3.9% | -0.3% |
| 3M | -15.5% | -15.2% | -0.3% | -8.1% |
| 6M | +3.0% | -14.2% | +17.2% | +10.6% |
| YTD | +8.5% | -28.3% | +36.8% | +28.2% |
| 1Y | +26.0% | -21.8% | +47.7% | +40.5% |
| 3Y | +68.6% | +71.6% | -3.0% | +12.7% |
| 5Y | +157.4% | +96.6% | +60.8% | +53.9% |
| All | +433.8% | +253.3% | +180.5% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling