-53.1%
TE vs CRH
+172.3%
-225.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.2% |
| 7D | +0.2% | -6.1% | +6.3% | +3.0% |
| 30D | -5.9% | -9.3% | +3.4% | -1.8% |
| 3M | -45.6% | -15.2% | -30.4% | -41.7% |
| 6M | -43.4% | -14.2% | -29.2% | -39.5% |
| YTD | -31.0% | -28.3% | -2.7% | -20.2% |
| 1Y | +145.2% | -21.8% | +167.0% | +171.3% |
| 3Y | -24.1% | +71.6% | -95.7% | -34.4% |
| 5Y | -48.1% | +96.6% | -144.8% | -58.6% |
| All | -53.1% | +172.3% | -225.3% | -63.9% |
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