+9.0%
MSFT vs CRH
-13.9%
+22.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.6% | +1.0% | +6.5% |
| 7D | +4.7% | +14.2% | -9.5% | +4.3% |
| 30D | +5.8% | +19.5% | -13.7% | +5.3% |
| 3M | +13.0% | +0.4% | +12.6% | +12.8% |
| 6M | +34.9% | -10.1% | +45.1% | +35.2% |
| YTD | +15.7% | -19.9% | +35.6% | +16.7% |
| 1Y | +9.0% | -14.8% | +23.8% | +8.2% |
| All | +9.0% | -13.9% | +22.8% | +8.2% |
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 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