+24.5%
ALAB vs CRH
-13.9%
+38.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.1% | -6.6% |
| 7D | -24.9% | +14.2% | -39.0% | -29.8% |
| 30D | -38.4% | +19.5% | -57.9% | -43.9% |
| 3M | -38.3% | +0.4% | -38.6% | -38.5% |
| 6M | +10.9% | -10.1% | +21.1% | +17.2% |
| YTD | +34.2% | -19.9% | +54.2% | +57.3% |
| 1Y | +24.5% | -14.8% | +39.4% | +31.0% |
| All | +24.5% | -13.9% | +38.4% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling