-14.8%
CRH vs ATI
+86.4%
-101.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +14.2% | +8.3% | +5.8% | +11.4% |
| 30D | +19.5% | -7.3% | +26.8% | +21.6% |
| 3M | +0.4% | -10.5% | +10.9% | +2.6% |
| 6M | -10.1% | +16.4% | -26.5% | -18.6% |
| YTD | -19.9% | +56.1% | -76.0% | -34.3% |
| 1Y | -14.8% | +86.5% | -101.4% | -34.5% |
| All | -14.8% | +86.4% | -101.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling