+94.6%
CRH vs ALLE
+9.7%
+84.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -4.8% | -2.8% | -2.0% | -3.2% |
| 30D | -13.1% | -10.2% | -2.9% | -7.4% |
| 3M | -12.0% | +17.4% | -29.4% | -20.4% |
| 6M | -16.9% | +3.3% | -20.2% | -19.0% |
| YTD | -29.0% | -4.2% | -24.7% | -27.9% |
| 1Y | -20.3% | -10.5% | -9.8% | -15.9% |
| 3Y | +69.2% | +45.4% | +23.9% | +30.3% |
| 5Y | +94.6% | +11.9% | +82.7% | +69.0% |
| All | +94.6% | +9.7% | +84.9% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling