+145.7%
ALAB vs CRH
-12.6%
+158.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.4% |
| 7D | +9.6% | -3.6% | +13.2% | +10.8% |
| 30D | -5.3% | -10.8% | +5.6% | -2.9% |
| 3M | -12.0% | -13.5% | +1.4% | -10.0% |
| 6M | +145.7% | -15.4% | +161.1% | +149.5% |
| All | +145.7% | -12.6% | +158.3% | +149.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling