+327.1%
NET vs CRH
+75.9%
+251.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.9% |
| 7D | -7.0% | -1.7% | -5.3% | -6.4% |
| 30D | -4.8% | -5.4% | +0.6% | -2.8% |
| 3M | +3.8% | -11.2% | +15.0% | +8.1% |
| 6M | +50.0% | -15.8% | +65.9% | +57.1% |
| YTD | +41.5% | -23.6% | +65.1% | +55.5% |
| 1Y | +32.8% | -14.6% | +47.4% | +36.8% |
| All | +327.1% | +75.9% | +251.2% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling