+96.2%
AGG vs CRH
+880.1%
-783.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.1% | -6.1% | +5.0% | -1.0% |
| 30D | -1.1% | -9.3% | +8.1% | -1.1% |
| 3M | -1.9% | -15.2% | +13.3% | -1.9% |
| 6M | -1.7% | -14.2% | +12.5% | -1.7% |
| YTD | -1.3% | -28.3% | +27.0% | -1.3% |
| 1Y | -0.7% | -21.8% | +21.0% | -0.7% |
| 3Y | +12.5% | +71.6% | -59.1% | +12.5% |
| 5Y | -2.5% | +96.6% | -99.1% | -2.5% |
| 10Y | +14.2% | +253.8% | -239.6% | +14.7% |
| All | +96.2% | +880.1% | -783.9% | +97.4% |
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