+288.1%
TER vs CRH
+70.5%
+217.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.9% |
| 7D | +6.4% | -6.1% | +12.4% | +10.6% |
| 30D | -5.7% | -9.3% | +3.6% | +0.3% |
| 3M | -0.4% | -15.2% | +14.8% | +9.2% |
| 6M | +25.8% | -14.2% | +40.0% | +38.5% |
| YTD | +96.4% | -28.3% | +124.7% | +141.7% |
| 1Y | +229.2% | -21.8% | +251.0% | +281.7% |
| 3Y | +288.1% | +71.6% | +216.5% | +207.1% |
| All | +288.1% | +70.5% | +217.6% | +207.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling