+287.4%
NET vs CRH
+76.2%
+211.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -7.2% |
| 7D | -21.2% | +5.3% | -26.5% | -22.8% |
| 30D | -31.1% | +14.2% | -45.3% | -34.5% |
| 3M | -16.5% | -4.2% | -12.4% | -15.5% |
| 6M | 0.0% | -14.5% | +14.5% | +4.9% |
| YTD | +24.0% | -22.7% | +46.7% | +35.0% |
| 1Y | +7.0% | -16.6% | +23.6% | +11.3% |
| All | +287.4% | +76.2% | +211.3% | +171.2% |
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 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