-14.8%
CRH vs ECL
+23.8%
-38.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.2% | +2.7% |
| 7D | +14.2% | +7.7% | +6.4% | +7.5% |
| 30D | +19.5% | +13.7% | +5.8% | +7.8% |
| 3M | +0.4% | +11.6% | -11.2% | -8.1% |
| 6M | -10.1% | +23.9% | -34.1% | -24.1% |
| YTD | -19.9% | +21.0% | -40.9% | -29.8% |
| 1Y | -14.8% | +23.1% | -38.0% | -25.7% |
| All | -14.8% | +23.8% | -38.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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