+69.9%
CRH vs ALK
+0.5%
+69.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -4.8% | -3.1% | -1.6% | -3.8% |
| 30D | -13.1% | -17.1% | +4.0% | -8.2% |
| 3M | -12.0% | -3.8% | -8.2% | -11.3% |
| 6M | -16.9% | -5.3% | -11.6% | -16.5% |
| YTD | -29.0% | -20.3% | -8.7% | -25.9% |
| 1Y | -20.3% | -36.0% | +15.6% | -12.2% |
| All | +69.9% | +0.5% | +69.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling