+71.6%
CRH vs ALLY
+64.1%
+7.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -6.1% | -3.8% | -2.3% | -4.6% |
| 30D | -9.3% | -4.9% | -4.3% | -7.5% |
| 3M | -15.2% | -2.6% | -12.6% | -14.4% |
| 6M | -14.2% | +15.7% | -29.9% | -18.6% |
| YTD | -28.3% | -5.2% | -23.1% | -27.1% |
| 1Y | -21.8% | +2.8% | -24.6% | -23.0% |
| 3Y | +71.6% | +63.4% | +8.2% | +56.9% |
| All | +71.6% | +64.1% | +7.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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