+95.7%
CRH vs AU
+634.1%
-538.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.0% |
| 7D | -5.6% | -7.9% | +2.3% | -4.6% |
| 30D | -8.4% | +5.0% | -13.4% | -9.2% |
| 3M | -16.1% | +17.2% | -33.3% | -18.2% |
| 6M | -10.2% | +7.9% | -18.0% | -11.7% |
| YTD | -27.9% | +22.0% | -49.9% | -30.2% |
| 1Y | -20.6% | +58.6% | -79.2% | -25.6% |
| 3Y | +68.9% | +542.6% | -473.7% | +30.5% |
| 5Y | +95.7% | +642.6% | -546.9% | +34.1% |
| All | +95.7% | +634.1% | -538.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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