+1,449.6%
NET vs CRH
+220.0%
+1,229.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.0% |
| 7D | -7.0% | -1.7% | -5.3% | -6.3% |
| 30D | -4.8% | -5.4% | +0.6% | -2.5% |
| 3M | +3.8% | -11.2% | +15.0% | +8.6% |
| 6M | +50.0% | -15.8% | +65.9% | +57.9% |
| YTD | +41.5% | -23.6% | +65.1% | +55.7% |
| 1Y | +32.8% | -14.6% | +47.4% | +38.1% |
| 3Y | +335.9% | +74.3% | +261.6% | +216.6% |
| 5Y | +113.8% | +103.7% | +10.1% | +38.1% |
| All | +1,449.6% | +220.0% | +1,229.6% | +927.2% |
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 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