-21.8%
CRH vs ATI
+159.9%
-181.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -5.6% | -0.4% | -4.4% |
| 30D | -9.3% | -13.7% | +4.5% | -5.4% |
| 3M | -15.2% | -0.4% | -14.8% | -15.7% |
| 6M | -14.2% | +26.2% | -40.4% | -22.3% |
| YTD | -28.3% | +73.2% | -101.5% | -38.7% |
| 1Y | -21.8% | +161.6% | -183.4% | -37.8% |
| All | -21.8% | +159.9% | -181.7% | -37.8% |
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