+5,984.3%
CRH vs ADM
+1,963.5%
+4,020.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -4.8% | +3.0% | -7.8% | -5.6% |
| 30D | -13.1% | +8.7% | -21.8% | -15.4% |
| 3M | -12.0% | +7.6% | -19.6% | -14.4% |
| 6M | -16.9% | +26.9% | -43.8% | -23.5% |
| YTD | -29.0% | +54.3% | -83.3% | -38.5% |
| 1Y | -20.3% | +45.7% | -66.0% | -30.1% |
| 3Y | +69.2% | +21.9% | +47.3% | +52.0% |
| 5Y | +94.6% | +67.2% | +27.5% | +55.5% |
| 10Y | +250.3% | +177.7% | +72.6% | +137.5% |
| All | +5,984.3% | +1,963.5% | +4,020.8% | +3,420.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling