-0.8%
MSFT vs CRH
-14.7%
+13.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.1% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +2.7% | -5.4% | +8.1% | +2.8% |
| 3M | +17.0% | -11.2% | +28.2% | +17.5% |
| 6M | +23.8% | -15.8% | +39.7% | +23.9% |
| YTD | +4.0% | -23.6% | +27.6% | +5.3% |
| 1Y | -0.8% | -14.6% | +13.8% | -1.0% |
| All | -0.8% | -14.7% | +13.9% | -1.0% |
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