+269.2%
CRH vs ACM
+218.1%
+51.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -1.7% |
| 30D | -10.8% | -12.7% | +1.8% | -5.2% |
| 3M | -13.5% | -9.8% | -3.7% | -9.7% |
| 6M | -15.4% | -31.4% | +16.0% | +0.8% |
| YTD | -27.6% | -32.1% | +4.5% | -13.8% |
| 1Y | -18.4% | -47.8% | +29.4% | +10.4% |
| 3Y | +72.5% | -22.1% | +94.6% | +88.5% |
| 5Y | +99.2% | +1.8% | +97.4% | +87.9% |
| 10Y | +257.0% | +132.5% | +124.5% | +108.7% |
| All | +269.2% | +218.1% | +51.1% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling