+5,909.9%
TGT vs CRH
+6,046.1%
-136.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -5.2% | -6.1% | +0.8% | -4.0% |
| 30D | +1.2% | -9.3% | +10.5% | +3.2% |
| 3M | +18.4% | -15.2% | +33.6% | +22.3% |
| 6M | +33.4% | -14.2% | +47.7% | +37.2% |
| YTD | +63.8% | -28.3% | +92.1% | +74.3% |
| 1Y | +77.2% | -21.8% | +98.9% | +84.9% |
| 3Y | +41.8% | +71.6% | -29.8% | +25.1% |
| 5Y | -25.5% | +96.6% | -122.1% | -36.4% |
| 10Y | +204.9% | +253.8% | -48.9% | +127.5% |
| All | +5,909.9% | +6,046.1% | -136.2% | +3,455.2% |
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 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