-38.4%
U vs CRH
+169.9%
-208.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | +0.3% |
| 7D | 0.0% | -4.8% | +4.7% | +3.3% |
| 30D | -4.1% | -13.1% | +9.0% | +5.6% |
| 3M | +57.8% | -12.0% | +69.8% | +70.4% |
| 6M | +103.5% | -16.9% | +120.4% | +125.8% |
| YTD | -4.8% | -29.0% | +24.2% | +19.9% |
| 1Y | -2.4% | -20.3% | +17.9% | +11.8% |
| 3Y | +11.7% | +69.2% | -57.6% | -32.9% |
| 5Y | -68.9% | +94.6% | -163.5% | -84.9% |
| All | -38.4% | +169.9% | -208.3% | -71.2% |
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