-14.8%
CRH vs APD
+36.4%
-51.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.6% |
| 7D | +14.2% | +3.8% | +10.4% | +14.1% |
| 30D | +19.5% | +14.1% | +5.4% | +19.4% |
| 3M | +0.4% | +8.2% | -7.8% | +0.3% |
| 6M | -10.1% | +7.5% | -17.7% | -10.2% |
| YTD | -19.9% | +31.7% | -51.6% | -17.8% |
| 1Y | -14.8% | +35.1% | -49.9% | -14.2% |
| All | -14.8% | +36.4% | -51.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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