+71.6%
CRH vs AR
+42.0%
+29.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | -6.1% | -2.5% | -3.6% | -5.9% |
| 30D | -9.3% | +2.5% | -11.8% | -9.5% |
| 3M | -15.2% | +12.3% | -27.5% | -16.2% |
| 6M | -14.2% | -3.1% | -11.1% | -14.2% |
| YTD | -28.3% | +11.5% | -39.8% | -30.0% |
| 1Y | -21.8% | +17.0% | -38.8% | -24.7% |
| 3Y | +71.6% | +47.3% | +24.3% | +53.6% |
| All | +71.6% | +42.0% | +29.6% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling