+245.6%
CRH vs ADM
+177.9%
+67.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | +2.5% | -8.6% | -6.9% |
| 30D | -9.3% | +9.5% | -18.7% | -12.3% |
| 3M | -15.2% | +10.6% | -25.8% | -18.7% |
| 6M | -14.2% | +24.0% | -38.2% | -21.7% |
| YTD | -28.3% | +54.0% | -82.2% | -39.9% |
| 1Y | -21.8% | +45.3% | -67.1% | -33.4% |
| 3Y | +71.6% | +21.8% | +49.9% | +52.6% |
| 5Y | +96.6% | +66.8% | +29.8% | +39.5% |
| All | +245.6% | +177.9% | +67.8% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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