+15.1%
TEAM vs CRH
-13.9%
+28.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -0.8% |
| 7D | -13.7% | +14.2% | -27.9% | -14.4% |
| 30D | -3.4% | +19.5% | -23.0% | -4.8% |
| 3M | +72.1% | +0.4% | +71.8% | +72.5% |
| 6M | +103.8% | -10.1% | +114.0% | +100.8% |
| YTD | +17.1% | -19.9% | +37.1% | +16.9% |
| 1Y | +15.1% | -14.8% | +29.9% | +12.1% |
| All | +15.1% | -13.9% | +28.9% | +12.1% |
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