+71.6%
CRH vs CAPR
+32.6%
+39.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -6.1% | -11.0% | +4.9% | -5.9% |
| 30D | -9.3% | +99.8% | -109.0% | -10.2% |
| 3M | -15.2% | -66.6% | +51.4% | -14.8% |
| 6M | -14.2% | -75.1% | +60.9% | -13.5% |
| YTD | -28.3% | -71.0% | +42.7% | -27.9% |
| 1Y | -21.8% | +30.0% | -51.7% | -25.0% |
| 3Y | +71.6% | +29.0% | +42.7% | +62.0% |
| All | +71.6% | +32.6% | +39.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling