+245.6%
CRH vs ECL
+160.1%
+85.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.1% |
| 7D | -6.1% | -1.1% | -4.9% | -5.4% |
| 30D | -9.3% | -0.8% | -8.5% | -8.8% |
| 3M | -15.2% | +5.0% | -20.2% | -17.7% |
| 6M | -14.2% | +0.2% | -14.4% | -14.2% |
| YTD | -28.3% | +5.8% | -34.0% | -30.7% |
| 1Y | -21.8% | +1.5% | -23.3% | -22.8% |
| 3Y | +71.6% | +55.0% | +16.6% | +28.0% |
| 5Y | +96.6% | +29.3% | +67.3% | +61.2% |
| All | +245.6% | +160.1% | +85.5% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling