+245.6%
CRH vs APD
+166.7%
+79.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -6.1% | -3.3% | -2.8% | -4.4% |
| 30D | -9.3% | -4.2% | -5.1% | -7.3% |
| 3M | -15.2% | +5.4% | -20.6% | -18.0% |
| 6M | -14.2% | +6.3% | -20.5% | -17.7% |
| YTD | -28.3% | +20.3% | -48.6% | -36.0% |
| 1Y | -21.8% | +1.6% | -23.4% | -24.2% |
| 3Y | +71.6% | +4.0% | +67.6% | +58.8% |
| 5Y | +96.6% | +23.3% | +73.3% | +60.1% |
| All | +245.6% | +166.7% | +79.0% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling