+665.0%
CRH vs APTV
+179.8%
+485.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.1% | -5.0% | -1.0% | -4.0% |
| 30D | -9.3% | -6.1% | -3.2% | -6.9% |
| 3M | -15.2% | -33.0% | +17.8% | -0.7% |
| 6M | -14.2% | -35.2% | +21.0% | +0.6% |
| YTD | -28.3% | -40.1% | +11.9% | -13.3% |
| 1Y | -21.8% | -45.6% | +23.8% | -1.8% |
| 3Y | +71.6% | -54.4% | +126.0% | +121.2% |
| 5Y | +96.6% | -68.9% | +165.5% | +188.3% |
| 10Y | +253.8% | -17.2% | +271.1% | +179.0% |
| All | +665.0% | +179.8% | +485.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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