+245.6%
CRH vs CAG
-36.2%
+281.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -6.1% | -5.7% | -0.4% | -5.0% |
| 30D | -9.3% | -2.4% | -6.9% | -8.9% |
| 3M | -15.2% | +9.8% | -25.0% | -16.7% |
| 6M | -14.2% | -10.8% | -3.4% | -12.6% |
| YTD | -28.3% | -10.8% | -17.4% | -27.1% |
| 1Y | -21.8% | -19.0% | -2.8% | -19.2% |
| 3Y | +71.6% | -39.7% | +111.3% | +84.7% |
| 5Y | +96.6% | -43.0% | +139.6% | +113.3% |
| All | +245.6% | -36.2% | +281.8% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling