+94.1%
CRH vs ALM
+839.2%
-745.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.3% |
| 7D | -6.1% | -11.8% | +5.8% | -5.5% |
| 30D | -9.3% | +7.8% | -17.1% | -9.8% |
| 3M | -15.2% | -9.3% | -5.9% | -15.2% |
| 6M | -14.2% | -30.5% | +16.3% | -13.7% |
| YTD | -28.3% | +75.8% | -104.1% | -30.6% |
| 1Y | -21.8% | +241.2% | -263.0% | -26.4% |
| 3Y | +71.6% | +1,872.6% | -1,801.0% | +48.7% |
| All | +94.1% | +839.2% | -745.1% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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