+936.3%
CRH vs A
+428.5%
+507.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -4.8% | -4.6% | -0.2% | -3.4% |
| 30D | -13.1% | -4.3% | -8.8% | -12.0% |
| 3M | -12.0% | +8.9% | -20.9% | -14.2% |
| 6M | -16.9% | +24.5% | -41.4% | -22.4% |
| YTD | -29.0% | +5.8% | -34.8% | -30.6% |
| 1Y | -20.3% | +16.2% | -36.6% | -24.4% |
| 3Y | +69.2% | +28.5% | +40.8% | +54.6% |
| 5Y | +94.6% | -16.3% | +111.0% | +98.5% |
| 10Y | +250.3% | +244.9% | +5.4% | +146.3% |
| All | +936.3% | +428.5% | +507.8% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling