+378.5%
APP vs CRH
+115.1%
+263.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | +0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.6% |
| 30D | -10.0% | -9.5% | -0.6% | -2.4% |
| 3M | -44.6% | -10.4% | -34.3% | -39.9% |
| 6M | -37.9% | -14.2% | -23.7% | -31.4% |
| YTD | -53.7% | -26.6% | -27.1% | -41.0% |
| 1Y | -43.0% | -18.2% | -24.7% | -34.5% |
| 3Y | +640.8% | +74.9% | +565.8% | +344.1% |
| 5Y | +358.8% | +101.7% | +257.1% | +121.2% |
| All | +378.5% | +115.1% | +263.4% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling