+148.6%
TE vs CRH
-14.7%
+163.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.2% |
| 7D | -4.0% | -1.7% | -2.3% | -2.9% |
| 30D | -15.9% | -5.4% | -10.5% | -12.8% |
| 3M | -60.5% | -11.2% | -49.4% | -58.0% |
| 6M | -35.2% | -15.8% | -19.4% | -29.7% |
| YTD | -31.1% | -23.6% | -7.5% | -22.2% |
| 1Y | +148.6% | -14.6% | +163.2% | +176.6% |
| All | +148.6% | -14.7% | +163.4% | +176.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling