+71.6%
CRH vs A
+31.5%
+40.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | -0.1% |
| 7D | -6.1% | -2.6% | -3.5% | -5.0% |
| 30D | -9.3% | -0.9% | -8.4% | -9.0% |
| 3M | -15.2% | +13.6% | -28.8% | -19.7% |
| 6M | -14.2% | +27.8% | -42.0% | -23.2% |
| YTD | -28.3% | +8.6% | -36.9% | -31.2% |
| 1Y | -21.8% | +16.9% | -38.6% | -27.7% |
| 3Y | +71.6% | +32.9% | +38.7% | +49.1% |
| All | +71.6% | +31.5% | +40.1% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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