+245.6%
CRH vs ALK
-35.7%
+281.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | -6.1% | -2.1% | -4.0% | -5.4% |
| 30D | -9.3% | -13.1% | +3.8% | -4.9% |
| 3M | -15.2% | -11.8% | -3.4% | -11.9% |
| 6M | -14.2% | -0.4% | -13.8% | -15.3% |
| YTD | -28.3% | -18.2% | -10.1% | -25.0% |
| 1Y | -21.8% | -35.5% | +13.8% | -12.0% |
| 3Y | +71.6% | +1.8% | +69.8% | +55.7% |
| 5Y | +96.6% | -26.6% | +123.2% | +95.6% |
| All | +245.6% | -35.7% | +281.3% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling