-16.6%
CRH vs ALNY
-62.9%
+46.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -3.2% |
| 7D | +5.3% | -10.0% | +15.3% | +6.2% |
| 30D | +14.2% | -30.0% | +44.2% | +16.8% |
| 3M | -4.2% | -31.5% | +27.3% | -1.6% |
| 6M | -14.5% | -48.0% | +33.5% | -9.9% |
| YTD | -22.7% | -60.6% | +37.9% | -19.9% |
| 1Y | -16.6% | -63.9% | +47.4% | -16.3% |
| All | -16.6% | -62.9% | +46.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling