+21.9%
MSFT vs CRH
-17.1%
+39.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.1% |
| 7D | -3.5% | -4.8% | +1.3% | -3.6% |
| 30D | -2.1% | -13.1% | +11.0% | -2.7% |
| 3M | +24.2% | -12.0% | +36.1% | +23.6% |
| 6M | +21.9% | -16.9% | +38.7% | +18.1% |
| All | +21.9% | -17.1% | +39.0% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling