-14.8%
CRH vs ALK
-1.1%
-13.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.8% | -3.1% | +2.5% |
| 7D | +14.2% | +12.4% | +1.7% | +9.6% |
| 30D | +19.5% | +2.1% | +17.5% | +18.3% |
| 3M | +0.4% | -23.9% | +24.2% | +9.4% |
| 6M | -10.1% | +8.2% | -18.4% | -13.1% |
| YTD | -19.9% | -20.5% | +0.5% | -18.3% |
| 1Y | -14.8% | -1.0% | -13.8% | -17.4% |
| All | -14.8% | -1.1% | -13.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling