+50.7%
O vs CRH
+253.3%
-202.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.9% | -6.1% | +3.2% | -1.0% |
| 30D | -4.5% | -9.3% | +4.8% | -1.7% |
| 3M | -2.6% | -15.2% | +12.5% | +2.1% |
| 6M | -5.6% | -14.2% | +8.6% | -2.0% |
| YTD | +9.3% | -28.3% | +37.5% | +19.7% |
| 1Y | +4.3% | -21.8% | +26.1% | +10.4% |
| 3Y | +27.4% | +71.6% | -44.2% | -4.8% |
| 5Y | +17.1% | +96.6% | -79.6% | -20.0% |
| All | +50.7% | +253.3% | -202.6% | -28.3% |
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 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