-40.4%
ACN vs CRH
+70.5%
-110.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.2% |
| 7D | -1.5% | -6.1% | +4.5% | -0.3% |
| 30D | +2.1% | -9.3% | +11.4% | +4.1% |
| 3M | +11.1% | -15.2% | +26.3% | +14.5% |
| 6M | -6.8% | -14.2% | +7.4% | -4.9% |
| YTD | -30.0% | -28.3% | -1.8% | -25.5% |
| 1Y | -23.1% | -21.8% | -1.3% | -19.9% |
| 3Y | -40.4% | +71.6% | -112.0% | -49.0% |
| All | -40.4% | +70.5% | -110.9% | -49.0% |
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