+6,245.3%
ABT vs CRH
+6,046.1%
+199.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -5.9% | -6.1% | +0.2% | -5.1% |
| 30D | -8.1% | -9.3% | +1.2% | -6.9% |
| 3M | +14.5% | -15.2% | +29.7% | +16.9% |
| 6M | -6.3% | -14.2% | +7.9% | -4.7% |
| YTD | -17.1% | -28.3% | +11.1% | -13.8% |
| 1Y | -21.4% | -21.8% | +0.4% | -19.3% |
| 3Y | +5.9% | +71.6% | -65.7% | -3.3% |
| 5Y | -12.8% | +96.6% | -109.4% | -22.4% |
| 10Y | +200.1% | +253.8% | -53.8% | +144.0% |
| All | +6,245.3% | +6,046.1% | +199.3% | +3,883.7% |
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 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