+71.6%
CRH vs ALNY
+23.4%
+48.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -6.1% | -6.5% | +0.5% | -5.5% |
| 30D | -9.3% | +11.0% | -20.3% | -10.1% |
| 3M | -15.2% | -14.1% | -1.1% | -14.6% |
| 6M | -14.2% | -22.4% | +8.2% | -13.0% |
| YTD | -28.3% | -37.5% | +9.2% | -26.5% |
| 1Y | -21.8% | -46.9% | +25.2% | -19.2% |
| 3Y | +71.6% | +22.1% | +49.6% | +70.0% |
| All | +71.6% | +23.4% | +48.2% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling