+71.6%
CRH vs ACM
-22.9%
+94.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -6.1% | -4.6% | -1.5% | -4.0% |
| 30D | -9.3% | +4.1% | -13.4% | -11.2% |
| 3M | -15.2% | -8.3% | -6.9% | -12.5% |
| 6M | -14.2% | -30.1% | +15.9% | +1.2% |
| YTD | -28.3% | -32.6% | +4.4% | -14.4% |
| 1Y | -21.8% | -49.6% | +27.8% | +9.3% |
| 3Y | +71.6% | -23.0% | +94.7% | +83.6% |
| All | +71.6% | -22.9% | +94.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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