+131,530.2%
MSFT vs CRH
+5,984.3%
+125,545.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -3.5% | -4.8% | +1.3% | -2.5% |
| 30D | -2.1% | -13.1% | +11.0% | +0.8% |
| 3M | +24.2% | -12.0% | +36.1% | +27.0% |
| 6M | +21.9% | -16.9% | +38.7% | +25.6% |
| YTD | +2.5% | -29.0% | +31.4% | +9.0% |
| 1Y | -0.8% | -20.3% | +19.6% | +2.8% |
| 3Y | +50.8% | +69.2% | -18.5% | +31.7% |
| 5Y | +73.5% | +94.6% | -21.1% | +46.1% |
| 10Y | +886.6% | +250.3% | +636.3% | +627.9% |
| All | +131,530.2% | +5,984.3% | +125,545.9% | +80,685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling