+14,709.9%
TER vs CRH
+5,984.3%
+8,725.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | +9.4% | -4.8% | +14.1% | +11.2% |
| 30D | -2.4% | -13.1% | +10.7% | +2.4% |
| 3M | +6.5% | -12.0% | +18.5% | +10.7% |
| 6M | +23.2% | -16.9% | +40.1% | +31.5% |
| YTD | +91.5% | -29.0% | +120.5% | +116.1% |
| 1Y | +214.8% | -20.3% | +235.1% | +241.2% |
| 3Y | +275.3% | +69.2% | +206.1% | +213.4% |
| 5Y | +211.9% | +94.6% | +117.3% | +148.7% |
| 10Y | +1,825.5% | +250.3% | +1,575.2% | +1,157.7% |
| All | +14,709.9% | +5,984.3% | +8,725.6% | +6,817.0% |
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