+4,764.0%
CRH vs ALB
+2,826.7%
+1,937.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.6% |
| 7D | -3.6% | -8.6% | +5.0% | -1.3% |
| 30D | -10.8% | -4.0% | -6.8% | -10.1% |
| 3M | -13.5% | -17.4% | +3.9% | -9.5% |
| 6M | -15.4% | -25.4% | +9.9% | -10.1% |
| YTD | -27.6% | -10.5% | -17.1% | -27.8% |
| 1Y | -18.4% | +75.8% | -94.2% | -34.3% |
| 3Y | +72.5% | -28.5% | +101.0% | +65.2% |
| 5Y | +99.2% | -45.1% | +144.3% | +95.3% |
| 10Y | +257.0% | +87.3% | +169.7% | +116.3% |
| All | +4,764.0% | +2,826.7% | +1,937.4% | +1,914.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling