+395.7%
CRH vs ALLE
+258.4%
+137.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -0.6% | +2.8% | -3.4% | -2.2% |
| 30D | -9.5% | -7.6% | -1.8% | -5.1% |
| 3M | -10.4% | +22.8% | -33.2% | -21.2% |
| 6M | -14.2% | +4.6% | -18.8% | -17.0% |
| YTD | -26.6% | -1.2% | -25.4% | -26.8% |
| 1Y | -18.2% | -9.1% | -9.1% | -14.5% |
| 3Y | +74.9% | +50.0% | +25.0% | +33.2% |
| 5Y | +101.7% | +15.2% | +86.5% | +76.1% |
| 10Y | +249.4% | +151.1% | +98.3% | +86.6% |
| All | +395.7% | +258.4% | +137.3% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling