+319.5%
APP vs CRH
+91.9%
+227.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +4.7% |
| 7D | +0.3% | -4.8% | +5.0% | +4.5% |
| 30D | -1.3% | -13.1% | +11.8% | +11.2% |
| 3M | -36.2% | -12.0% | -24.2% | -29.5% |
| 6M | -34.1% | -16.9% | -17.2% | -25.1% |
| YTD | -53.3% | -29.0% | -24.4% | -38.3% |
| 1Y | -44.5% | -20.3% | -24.2% | -34.7% |
| 3Y | +646.7% | +69.2% | +577.4% | +340.5% |
| All | +319.5% | +91.9% | +227.6% | +119.9% |
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