+396.9%
APP vs CRH
+110.2%
+286.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.2% |
| 7D | +1.1% | -6.1% | +7.1% | +6.4% |
| 30D | +6.6% | -9.3% | +15.9% | +15.4% |
| 3M | -32.3% | -15.2% | -17.1% | -22.7% |
| 6M | -29.8% | -14.2% | -15.6% | -22.7% |
| YTD | -51.9% | -28.3% | -23.7% | -37.6% |
| 1Y | -43.3% | -21.8% | -21.5% | -32.3% |
| 3Y | +664.1% | +71.6% | +592.4% | +365.3% |
| 5Y | +318.7% | +96.6% | +222.0% | +105.7% |
| All | +396.9% | +110.2% | +286.6% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling