-9.6%
CRH vs ADVB
-88.9%
+79.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -1.9% |
| 7D | -4.8% | -5.9% | +1.1% | -4.8% |
| 30D | -13.1% | +13.9% | -27.0% | -13.1% |
| 3M | -12.0% | +127.3% | -139.3% | -13.1% |
| 6M | -16.9% | +77.0% | -93.9% | -17.9% |
| YTD | -29.0% | +51.5% | -80.5% | -29.6% |
| 1Y | -20.3% | -11.3% | -9.0% | -20.2% |
| All | -9.6% | -88.9% | +79.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling