+94.1%
CRH vs APA
+173.2%
-79.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -6.1% | +4.6% | -10.6% | -6.6% |
| 30D | -9.3% | +11.9% | -21.2% | -10.7% |
| 3M | -15.2% | +22.5% | -37.7% | -17.9% |
| 6M | -14.2% | +37.5% | -51.7% | -19.7% |
| YTD | -28.3% | +87.2% | -115.4% | -36.8% |
| 1Y | -21.8% | +101.4% | -123.2% | -32.6% |
| 3Y | +71.6% | +16.9% | +54.7% | +56.5% |
| All | +94.1% | +173.2% | -79.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling