+3,774.3%
ASX vs CRH
+1,208.5%
+2,565.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +7.5% |
| 7D | +6.3% | -0.6% | +7.0% | +6.4% |
| 30D | +6.4% | -9.5% | +15.9% | +10.2% |
| 3M | +13.1% | -10.4% | +23.5% | +17.3% |
| 6M | +90.3% | -14.2% | +104.5% | +100.3% |
| YTD | +149.6% | -26.6% | +176.2% | +177.7% |
| 1Y | +249.2% | -18.2% | +267.4% | +271.8% |
| 3Y | +445.9% | +74.9% | +371.0% | +335.9% |
| 5Y | +477.7% | +101.7% | +376.0% | +336.2% |
| 10Y | +913.4% | +249.4% | +664.0% | +511.3% |
| All | +3,774.3% | +1,208.5% | +2,565.8% | +1,355.0% |
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