+94.1%
CRH vs ALC
-20.7%
+114.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -6.1% | -6.3% | +0.3% | -2.9% |
| 30D | -9.3% | -10.3% | +1.0% | -4.2% |
| 3M | -15.2% | -0.7% | -14.5% | -15.1% |
| 6M | -14.2% | -17.8% | +3.6% | -6.0% |
| YTD | -28.3% | -15.8% | -12.4% | -22.5% |
| 1Y | -21.8% | -16.7% | -5.1% | -15.4% |
| 3Y | +71.6% | -19.7% | +91.4% | +85.0% |
| All | +94.1% | -20.7% | +114.8% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling