-35.9%
APP vs CRH
-14.7%
-21.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.9% |
| 7D | +0.9% | -1.7% | +2.6% | +1.8% |
| 30D | -23.3% | -5.4% | -17.9% | -20.8% |
| 3M | -42.6% | -11.2% | -31.4% | -39.2% |
| 6M | -33.6% | -15.8% | -17.8% | -28.3% |
| YTD | -52.4% | -23.6% | -28.8% | -43.7% |
| 1Y | -35.9% | -14.6% | -21.3% | -26.9% |
| All | -35.9% | -14.7% | -21.2% | -26.9% |
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 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