+245.6%
CRH vs ALLE
+158.4%
+87.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.2% |
| 7D | -6.1% | -2.4% | -3.7% | -4.7% |
| 30D | -9.3% | -7.7% | -1.6% | -4.9% |
| 3M | -15.2% | +15.2% | -30.4% | -22.4% |
| 6M | -14.2% | +5.4% | -19.6% | -17.4% |
| YTD | -28.3% | -2.9% | -25.3% | -27.7% |
| 1Y | -21.8% | -12.8% | -9.0% | -16.3% |
| 3Y | +71.6% | +47.2% | +24.5% | +32.7% |
| 5Y | +96.6% | +13.5% | +83.1% | +73.2% |
| All | +245.6% | +158.4% | +87.2% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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