+234.9%
CRH vs ALC
+20.4%
+214.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -3.6% | -5.3% | +1.7% | -0.8% |
| 30D | -10.8% | -7.1% | -3.8% | -7.4% |
| 3M | -13.5% | +0.8% | -14.3% | -14.1% |
| 6M | -15.4% | -16.0% | +0.6% | -8.2% |
| YTD | -27.6% | -12.7% | -14.9% | -23.2% |
| 1Y | -18.4% | -12.8% | -5.6% | -13.8% |
| 3Y | +72.5% | -15.8% | +88.4% | +81.7% |
| 5Y | +99.2% | -16.7% | +115.8% | +106.6% |
| All | +234.9% | +20.4% | +214.5% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling