+245.6%
CRH vs AA
+122.9%
+122.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -3.4% | -2.6% | -5.3% |
| 30D | -9.3% | -5.8% | -3.5% | -8.2% |
| 3M | -15.2% | -29.9% | +14.7% | -8.3% |
| 6M | -14.2% | -27.0% | +12.8% | -9.2% |
| YTD | -28.3% | -8.7% | -19.5% | -28.8% |
| 1Y | -21.8% | +50.6% | -72.4% | -32.3% |
| 3Y | +71.6% | +74.1% | -2.4% | +35.8% |
| 5Y | +96.6% | +2.6% | +94.0% | +62.4% |
| All | +245.6% | +122.9% | +122.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling