-21.8%
CRH vs ADVB
-14.7%
-7.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +0.9% |
| 7D | -6.1% | -12.3% | +6.2% | -6.2% |
| 30D | -9.3% | +7.8% | -17.0% | -9.1% |
| 3M | -15.2% | +104.2% | -119.4% | -14.0% |
| 6M | -14.2% | +58.1% | -72.3% | -12.9% |
| YTD | -28.3% | +40.2% | -68.5% | -26.8% |
| 1Y | -21.8% | -16.1% | -5.7% | -21.5% |
| All | -21.8% | -14.7% | -7.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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