+245.6%
CRH vs AG
+68.4%
+177.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | -6.1% | -6.7% | +0.7% | -5.3% |
| 30D | -9.3% | +2.2% | -11.4% | -9.6% |
| 3M | -15.2% | +15.7% | -30.9% | -16.9% |
| 6M | -14.2% | -23.8% | +9.6% | -12.5% |
| YTD | -28.3% | +17.6% | -45.9% | -30.6% |
| 1Y | -21.8% | +88.6% | -110.4% | -28.8% |
| 3Y | +71.6% | +253.4% | -181.8% | +41.1% |
| 5Y | +96.6% | +62.4% | +34.2% | +70.1% |
| All | +245.6% | +68.4% | +177.3% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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