+217.2%
ON vs CRH
+1,122.0%
-904.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.0% |
| 7D | +2.4% | -6.1% | +8.4% | +5.6% |
| 30D | -8.6% | -9.3% | +0.7% | -4.3% |
| 3M | -34.3% | -15.2% | -19.1% | -29.2% |
| 6M | +28.5% | -14.2% | +42.7% | +37.6% |
| YTD | +40.6% | -28.3% | +68.9% | +63.6% |
| 1Y | +55.3% | -21.8% | +77.1% | +73.2% |
| 3Y | -22.2% | +71.6% | -93.8% | -40.5% |
| 5Y | +62.4% | +96.6% | -34.2% | +17.6% |
| 10Y | +642.1% | +253.8% | +388.3% | +326.6% |
| All | +217.2% | +1,122.0% | -904.8% | +31.2% |
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 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