-22.2%
ON vs CRH
+70.5%
-92.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +7.8% |
| 7D | +2.4% | -6.1% | +8.4% | +6.7% |
| 30D | -8.6% | -9.3% | +0.7% | -2.8% |
| 3M | -34.3% | -15.2% | -19.1% | -27.3% |
| 6M | +28.5% | -14.2% | +42.7% | +40.2% |
| YTD | +40.6% | -28.3% | +68.9% | +71.9% |
| 1Y | +55.3% | -21.8% | +77.1% | +77.9% |
| 3Y | -22.2% | +71.6% | -93.8% | -39.6% |
| All | -22.2% | +70.5% | -92.7% | -39.6% |
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 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