+457.5%
ASX vs CRH
+68.8%
+388.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.3% |
| 7D | +6.5% | -4.8% | +11.3% | +8.9% |
| 30D | +3.1% | -13.1% | +16.2% | +10.4% |
| 3M | +17.4% | -12.0% | +29.4% | +24.2% |
| 6M | +85.4% | -16.9% | +102.3% | +101.5% |
| YTD | +150.1% | -29.0% | +179.0% | +193.2% |
| 1Y | +256.3% | -20.3% | +276.6% | +288.4% |
| All | +457.5% | +68.8% | +388.7% | +308.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling