+1,381.0%
NET vs CRH
+235.4%
+1,145.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -4.9% |
| 7D | -16.4% | +14.2% | -30.5% | -21.4% |
| 30D | -25.8% | +19.5% | -45.4% | -31.9% |
| 3M | -11.5% | +0.4% | -11.9% | -12.5% |
| 6M | +18.9% | -10.1% | +29.1% | +22.2% |
| YTD | +35.2% | -19.9% | +55.2% | +44.5% |
| 1Y | +14.5% | -14.8% | +29.3% | +18.4% |
| 3Y | +313.8% | +82.8% | +231.0% | +192.3% |
| 5Y | +32.6% | +128.4% | -95.8% | -17.7% |
| All | +1,381.0% | +235.4% | +1,145.6% | +853.6% |
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