+5,984.3%
CRH vs AA
+281.9%
+5,702.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -0.6% |
| 7D | -4.8% | -5.4% | +0.6% | -3.4% |
| 30D | -13.1% | -10.7% | -2.4% | -10.7% |
| 3M | -12.0% | -26.2% | +14.2% | -5.3% |
| 6M | -16.9% | -20.9% | +4.1% | -13.6% |
| YTD | -29.0% | -8.6% | -20.3% | -29.5% |
| 1Y | -20.3% | +57.4% | -77.7% | -32.8% |
| 3Y | +69.2% | +77.8% | -8.6% | +30.2% |
| 5Y | +94.6% | +2.7% | +92.0% | +59.0% |
| 10Y | +250.3% | +121.2% | +129.1% | +91.1% |
| All | +5,984.3% | +281.9% | +5,702.3% | +3,655.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling