+36.2%
CRH vs AS
+131.9%
-95.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.6% | -3.0% | +0.5% | -1.7% |
| 30D | +18.8% | +9.6% | +9.2% | +16.0% |
| 3M | -4.6% | -8.2% | +3.6% | -2.6% |
| 6M | -13.8% | -9.9% | -3.9% | -11.8% |
| YTD | -22.0% | -16.8% | -5.2% | -18.9% |
| 1Y | -13.6% | +3.0% | -16.6% | -14.3% |
| All | +36.2% | +131.9% | -95.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling