+65.2%
ALAB vs CRH
-14.7%
+79.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.3% | +8.6% |
| 7D | +7.2% | -1.7% | +8.9% | +8.1% |
| 30D | -2.5% | -5.4% | +2.8% | -0.2% |
| 3M | -13.3% | -11.2% | -2.1% | -9.1% |
| 6M | +172.8% | -15.8% | +188.7% | +194.0% |
| YTD | +86.6% | -23.6% | +110.2% | +118.7% |
| 1Y | +65.2% | -14.6% | +79.7% | +80.7% |
| All | +65.2% | -14.7% | +79.9% | +80.7% |
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 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