-14.6%
CRH vs AR
+22.7%
-37.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.3% |
| 7D | -1.7% | +2.5% | -4.2% | -1.2% |
| 30D | -5.4% | +14.8% | -20.2% | -3.0% |
| 3M | -11.2% | +6.2% | -17.4% | -9.8% |
| 6M | -15.8% | +4.3% | -20.1% | -15.0% |
| YTD | -23.6% | +14.4% | -38.0% | -22.8% |
| 1Y | -14.6% | +21.3% | -35.9% | -13.4% |
| All | -14.6% | +22.7% | -37.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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