+231.9%
CRH vs ALC
+16.1%
+215.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -6.1% | -6.3% | +0.3% | -2.8% |
| 30D | -9.3% | -10.3% | +1.0% | -4.1% |
| 3M | -15.2% | -0.7% | -14.5% | -15.1% |
| 6M | -14.2% | -17.8% | +3.6% | -5.8% |
| YTD | -28.3% | -15.8% | -12.4% | -22.4% |
| 1Y | -21.8% | -16.7% | -5.1% | -15.3% |
| 3Y | +71.6% | -19.7% | +91.4% | +85.4% |
| 5Y | +96.6% | -19.8% | +116.4% | +108.1% |
| All | +231.9% | +16.1% | +215.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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