+5,984.3%
CRH vs APA
+853.5%
+5,130.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -13.1% | +9.6% | -22.7% | -14.9% |
| 3M | -12.0% | +18.0% | -30.0% | -15.6% |
| 6M | -16.9% | +41.9% | -58.8% | -24.5% |
| YTD | -29.0% | +86.3% | -115.3% | -39.4% |
| 1Y | -20.3% | +97.9% | -118.2% | -33.4% |
| 3Y | +69.2% | +12.8% | +56.5% | +54.2% |
| 5Y | +94.6% | +177.2% | -82.6% | +38.7% |
| 10Y | +250.3% | -3.3% | +253.6% | +151.6% |
| All | +5,984.3% | +853.5% | +5,130.8% | +4,099.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling