+71.6%
CRH vs ALL
+152.0%
-80.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | -6.1% | -2.3% | -3.8% | -5.7% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -15.2% | +16.0% | -31.2% | -17.4% |
| 6M | -14.2% | +24.6% | -38.8% | -17.8% |
| YTD | -28.3% | +23.7% | -51.9% | -31.3% |
| 1Y | -21.8% | +27.7% | -49.5% | -25.8% |
| 3Y | +71.6% | +150.2% | -78.6% | +40.5% |
| All | +71.6% | +152.0% | -80.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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