+494.4%
TEAM vs CRH
+253.3%
+241.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -5.2% | -6.1% | +0.8% | -2.7% |
| 30D | +15.8% | -9.3% | +25.0% | +20.3% |
| 3M | +101.5% | -15.2% | +116.6% | +115.1% |
| 6M | +138.2% | -14.2% | +152.4% | +148.8% |
| YTD | +10.8% | -28.3% | +39.1% | +24.5% |
| 1Y | +1.7% | -21.8% | +23.5% | +9.6% |
| 3Y | -16.0% | +71.6% | -87.7% | -36.4% |
| 5Y | -52.7% | +96.6% | -149.3% | -67.0% |
| All | +494.4% | +253.3% | +241.1% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling