+361.2%
CRH vs ALLY
+115.1%
+246.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -3.6% | -1.9% | -1.6% | -2.8% |
| 30D | -10.8% | -4.5% | -6.4% | -9.1% |
| 3M | -13.5% | -2.8% | -10.7% | -12.5% |
| 6M | -15.4% | +10.3% | -25.7% | -18.9% |
| YTD | -27.6% | -5.7% | -21.9% | -26.1% |
| 1Y | -18.4% | +3.9% | -22.3% | -20.4% |
| 3Y | +72.5% | +64.7% | +7.8% | +33.5% |
| 5Y | +99.2% | -2.6% | +101.8% | +84.8% |
| 10Y | +257.0% | +186.0% | +71.1% | +84.7% |
| All | +361.2% | +115.1% | +246.1% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling