+32.6%
NET vs CRH
+128.0%
-95.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -5.9% |
| 7D | -16.4% | +14.2% | -30.5% | -23.5% |
| 30D | -25.8% | +19.5% | -45.4% | -34.3% |
| 3M | -11.5% | +0.4% | -11.9% | -12.9% |
| 6M | +18.9% | -10.1% | +29.1% | +23.5% |
| YTD | +35.2% | -19.9% | +55.2% | +48.6% |
| 1Y | +14.5% | -14.8% | +29.3% | +19.4% |
| 3Y | +313.8% | +82.8% | +231.0% | +108.3% |
| 5Y | +32.6% | +128.4% | -95.8% | -49.0% |
| All | +32.6% | +128.0% | -95.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling