+6,046.1%
CRH vs EAT
+10,740.3%
-4,694.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -6.1% | -7.7% | +1.6% | -4.6% |
| 30D | -9.3% | -13.6% | +4.3% | -6.7% |
| 3M | -15.2% | +33.9% | -49.1% | -20.4% |
| 6M | -14.2% | +47.2% | -61.4% | -21.4% |
| YTD | -28.3% | +48.1% | -76.3% | -34.6% |
| 1Y | -21.8% | +33.7% | -55.5% | -27.6% |
| 3Y | +71.6% | +595.8% | -524.2% | +11.2% |
| 5Y | +96.6% | +314.4% | -217.8% | +35.7% |
| 10Y | +253.8% | +375.1% | -121.3% | +108.0% |
| All | +6,046.1% | +10,740.3% | -4,694.2% | +2,795.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 all: compounded portfolio wealth divided by compounded EAT 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…
all analysis · Full analysis span regression · 6 months rolling