-14.6%
CRH vs ATI
+176.2%
-190.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -5.4% | +2.7% | -8.1% | -6.4% |
| 3M | -11.2% | +16.3% | -27.5% | -16.1% |
| 6M | -15.8% | +30.2% | -46.0% | -24.6% |
| YTD | -23.6% | +83.6% | -107.2% | -35.7% |
| 1Y | -14.6% | +173.0% | -187.6% | -33.0% |
| All | -14.6% | +176.2% | -190.8% | -33.0% |
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