+25.3%
CRH vs AS
+109.5%
-84.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -6.1% | -4.9% | -1.1% | -4.8% |
| 30D | -9.3% | -15.0% | +5.7% | -5.4% |
| 3M | -15.2% | -21.2% | +6.0% | -10.0% |
| 6M | -14.2% | -16.0% | +1.8% | -10.6% |
| YTD | -28.3% | -24.8% | -3.4% | -23.4% |
| 1Y | -21.8% | -24.1% | +2.3% | -16.9% |
| All | +25.3% | +109.5% | -84.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling