+414.7%
CRH vs AR
-27.8%
+442.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -10.8% | +5.5% | -16.4% | -11.4% |
| 3M | -13.5% | +12.9% | -26.4% | -15.0% |
| 6M | -15.4% | +0.1% | -15.5% | -16.0% |
| YTD | -27.6% | +13.5% | -41.1% | -29.4% |
| 1Y | -18.4% | +21.6% | -40.0% | -21.4% |
| 3Y | +72.5% | +46.0% | +26.5% | +60.0% |
| 5Y | +99.2% | +143.7% | -44.6% | +68.8% |
| 10Y | +257.0% | +44.3% | +212.7% | +191.4% |
| All | +414.7% | -27.8% | +442.4% | +359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling