+145.0%
TRV vs CRH
+70.5%
+74.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +1.9% | -6.1% | +8.0% | +2.9% |
| 30D | +1.7% | -9.3% | +11.0% | +3.2% |
| 3M | +23.9% | -15.2% | +39.1% | +26.7% |
| 6M | +26.3% | -14.2% | +40.5% | +28.5% |
| YTD | +30.8% | -28.3% | +59.1% | +37.1% |
| 1Y | +36.3% | -21.8% | +58.1% | +40.3% |
| 3Y | +145.0% | +71.6% | +73.4% | +115.7% |
| All | +145.0% | +70.5% | +74.5% | +115.7% |
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