+1,612.4%
ACN vs CRH
+967.1%
+645.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | -7.9% | -4.8% | -3.1% | -6.6% |
| 30D | -1.1% | -13.1% | +12.0% | +2.9% |
| 3M | +5.6% | -12.0% | +17.6% | +9.1% |
| 6M | -9.9% | -16.9% | +6.9% | -6.0% |
| YTD | -32.3% | -29.0% | -3.4% | -26.2% |
| 1Y | -25.3% | -20.3% | -5.0% | -21.4% |
| 3Y | -42.3% | +69.2% | -111.5% | -52.5% |
| 5Y | -43.5% | +94.6% | -138.1% | -55.8% |
| 10Y | +90.8% | +250.3% | -159.5% | +23.1% |
| All | +1,612.4% | +967.1% | +645.4% | +617.5% |
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