-14.8%
CRH vs ALB
+4.7%
-19.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.3% | +0.3% | +5.0% |
| 7D | +14.2% | -2.1% | +16.2% | +14.4% |
| 30D | +19.5% | -9.0% | +28.5% | +20.9% |
| 3M | +0.4% | -21.1% | +21.5% | +3.1% |
| 6M | -10.1% | -49.9% | +39.8% | -2.6% |
| YTD | -19.9% | -32.3% | +12.3% | -16.2% |
| 1Y | -14.8% | +8.6% | -23.4% | -14.1% |
| All | -14.8% | +4.7% | -19.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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