+207.6%
CRH vs ACI
+21.2%
+186.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | -6.1% | -3.7% | -2.3% | -5.7% |
| 30D | -9.3% | +0.6% | -9.9% | -9.3% |
| 3M | -15.2% | -20.3% | +5.1% | -13.5% |
| 6M | -14.2% | -24.7% | +10.4% | -12.1% |
| YTD | -28.3% | -27.2% | -1.0% | -26.3% |
| 1Y | -21.8% | -32.7% | +10.9% | -19.0% |
| 3Y | +71.6% | -43.9% | +115.5% | +80.4% |
| 5Y | +96.6% | -38.9% | +135.5% | +103.2% |
| All | +207.6% | +21.2% | +186.4% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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