-16.5%
CRH vs AJG
+15.4%
-31.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +4.4% | +2.0% | +2.4% | +4.1% |
| 30D | +16.4% | +24.0% | -7.6% | +13.6% |
| 3M | -2.5% | +12.2% | -14.7% | -4.0% |
| 6M | -16.9% | +43.9% | -60.7% | -18.8% |
| YTD | -23.2% | +9.8% | -33.0% | -22.8% |
| 1Y | -16.5% | +16.2% | -32.7% | -15.2% |
| All | -16.5% | +15.4% | -31.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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