+71.6%
CRH vs AGI
+206.1%
-134.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -6.1% | -2.7% | -3.3% | -5.6% |
| 30D | -9.3% | +7.2% | -16.5% | -10.4% |
| 3M | -15.2% | +4.3% | -19.5% | -16.2% |
| 6M | -14.2% | -27.1% | +12.9% | -11.3% |
| YTD | -28.3% | -6.6% | -21.6% | -28.1% |
| 1Y | -21.8% | +9.5% | -31.3% | -23.3% |
| 3Y | +71.6% | +208.4% | -136.8% | +40.9% |
| All | +71.6% | +206.1% | -134.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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