+245.6%
CRH vs AJG
+473.1%
-227.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -6.1% | -8.3% | +2.2% | -1.5% |
| 30D | -9.3% | -5.7% | -3.6% | -6.4% |
| 3M | -15.2% | +9.1% | -24.3% | -20.2% |
| 6M | -14.2% | +15.2% | -29.4% | -22.4% |
| YTD | -28.3% | -6.3% | -22.0% | -27.2% |
| 1Y | -21.8% | -19.1% | -2.7% | -13.5% |
| 3Y | +71.6% | +8.2% | +63.4% | +50.2% |
| 5Y | +96.6% | +75.6% | +21.0% | +18.8% |
| All | +245.6% | +473.1% | -227.5% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling