+26.4%
CRH vs AS
+107.2%
-80.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.5% |
| 7D | -3.6% | -2.8% | -0.8% | -2.9% |
| 30D | -10.8% | -23.2% | +12.4% | -4.6% |
| 3M | -13.5% | -20.1% | +6.6% | -8.5% |
| 6M | -15.4% | -18.5% | +3.1% | -11.2% |
| YTD | -27.6% | -25.6% | -2.0% | -22.4% |
| 1Y | -18.4% | -24.4% | +6.0% | -13.2% |
| All | +26.4% | +107.2% | -80.8% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling