+88.6%
TGT vs CRH
-13.9%
+102.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +4.1% |
| 7D | +9.5% | +14.2% | -4.7% | +5.9% |
| 30D | +6.6% | +19.5% | -12.9% | +2.1% |
| 3M | +11.0% | +0.4% | +10.6% | +10.4% |
| 6M | +29.9% | -10.1% | +40.0% | +32.4% |
| YTD | +71.4% | -19.9% | +91.4% | +76.6% |
| 1Y | +88.6% | -14.8% | +103.4% | +90.2% |
| All | +88.6% | -13.9% | +102.5% | +90.2% |
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