+94.1%
CRH vs ALB
-48.5%
+142.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | -6.1% | -6.6% | +0.6% | -4.9% |
| 30D | -9.3% | -8.1% | -1.1% | -8.0% |
| 3M | -15.2% | -25.7% | +10.5% | -10.7% |
| 6M | -14.2% | -29.5% | +15.3% | -9.5% |
| YTD | -28.3% | -16.2% | -12.0% | -27.4% |
| 1Y | -21.8% | +59.2% | -81.0% | -31.7% |
| 3Y | +71.6% | -33.7% | +105.4% | +71.3% |
| All | +94.1% | -48.5% | +142.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling