+6,101.6%
CRH vs APD
+5,991.2%
+110.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -3.6% | -4.6% | +1.0% | -1.8% |
| 30D | -10.8% | -4.2% | -6.6% | -9.3% |
| 3M | -13.5% | +5.0% | -18.5% | -15.5% |
| 6M | -15.4% | +8.9% | -24.4% | -18.9% |
| YTD | -27.6% | +21.9% | -49.5% | -33.8% |
| 1Y | -18.4% | +5.6% | -24.0% | -21.6% |
| 3Y | +72.5% | +6.9% | +65.6% | +61.3% |
| 5Y | +99.2% | +25.3% | +73.8% | +74.1% |
| 10Y | +257.0% | +169.1% | +88.0% | +133.0% |
| All | +6,101.6% | +5,991.2% | +110.4% | +2,806.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling