-21.8%
CRH vs ADM
+45.4%
-67.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.1% | +2.5% | -8.6% | -5.9% |
| 30D | -9.3% | +9.5% | -18.7% | -8.7% |
| 3M | -15.2% | +10.6% | -25.8% | -14.6% |
| 6M | -14.2% | +24.0% | -38.2% | -13.9% |
| YTD | -28.3% | +54.0% | -82.2% | -28.0% |
| 1Y | -21.8% | +45.3% | -67.1% | -21.6% |
| All | -21.8% | +45.4% | -67.2% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling