+245.6%
CRH vs APA
-2.4%
+248.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | +4.6% | -10.6% | -6.8% |
| 30D | -9.3% | +11.9% | -21.2% | -11.2% |
| 3M | -15.2% | +22.5% | -37.7% | -18.7% |
| 6M | -14.2% | +37.5% | -51.7% | -20.6% |
| YTD | -28.3% | +87.2% | -115.4% | -37.8% |
| 1Y | -21.8% | +101.4% | -123.2% | -33.6% |
| 3Y | +71.6% | +16.9% | +54.7% | +56.6% |
| 5Y | +96.6% | +178.4% | -81.8% | +44.6% |
| All | +245.6% | -2.4% | +248.0% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling