+71.6%
CRH vs ECL
+56.3%
+15.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | 0.0% |
| 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% | -17.5% |
| 6M | -14.2% | +0.2% | -14.4% | -14.4% |
| YTD | -28.3% | +5.8% | -34.0% | -30.3% |
| 1Y | -21.8% | +1.5% | -23.3% | -22.7% |
| 3Y | +71.6% | +55.0% | +16.6% | +47.5% |
| All | +71.6% | +56.3% | +15.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling