+491.1%
CRH vs ALM
+7,261.5%
-6,770.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.9% |
| 7D | -4.8% | -7.1% | +2.4% | -4.7% |
| 30D | -13.1% | +24.7% | -37.8% | -13.2% |
| 3M | -12.0% | +8.3% | -20.3% | -12.0% |
| 6M | -16.9% | -22.2% | +5.3% | -16.9% |
| YTD | -29.0% | +88.1% | -117.1% | -29.1% |
| 1Y | -20.3% | +272.4% | -292.7% | -20.6% |
| 3Y | +69.2% | +2,004.1% | -1,934.9% | +67.9% |
| 5Y | +94.6% | +915.8% | -821.1% | +93.3% |
| 10Y | +250.3% | +2,776.7% | -2,526.4% | +247.0% |
| All | +491.1% | +7,261.5% | -6,770.4% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling