+199.8%
TER vs CRH
-14.7%
+214.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +3.8% |
| 7D | +0.6% | -1.7% | +2.2% | +1.8% |
| 30D | -8.3% | -5.4% | -2.9% | -5.2% |
| 3M | -12.2% | -11.2% | -1.1% | -5.6% |
| 6M | +17.0% | -15.8% | +32.9% | +32.0% |
| YTD | +84.6% | -23.6% | +108.2% | +118.2% |
| 1Y | +199.8% | -14.6% | +214.4% | +214.9% |
| All | +199.8% | -14.7% | +214.5% | +214.9% |
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 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