+48.5%
AMZN vs CRH
+93.9%
-45.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -0.7% | -6.1% | +5.4% | +2.4% |
| 30D | -3.9% | -9.3% | +5.3% | +0.7% |
| 3M | +6.3% | -15.2% | +21.5% | +14.7% |
| 6M | +20.8% | -14.2% | +35.0% | +28.5% |
| YTD | +11.2% | -28.3% | +39.5% | +29.1% |
| 1Y | +11.7% | -21.8% | +33.4% | +22.9% |
| 3Y | +79.4% | +71.6% | +7.8% | +19.6% |
| All | +48.5% | +93.9% | -45.3% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling