+33.3%
CRH vs AS
+120.4%
-87.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.5% |
| 7D | -1.7% | -4.9% | +3.2% | -0.4% |
| 30D | -5.4% | -19.6% | +14.2% | 0.0% |
| 3M | -11.2% | -14.4% | +3.2% | -7.8% |
| 6M | -15.8% | -20.1% | +4.3% | -11.4% |
| YTD | -23.6% | -20.9% | -2.7% | -19.5% |
| 1Y | -14.6% | -21.9% | +7.3% | -10.1% |
| All | +33.3% | +120.4% | -87.0% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling