+94.1%
CRH vs EL
-69.0%
+163.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -6.1% | -6.5% | +0.4% | -4.5% |
| 30D | -9.3% | +11.1% | -20.4% | -11.8% |
| 3M | -15.2% | +10.7% | -25.9% | -17.5% |
| 6M | -14.2% | +6.9% | -21.1% | -16.5% |
| YTD | -28.3% | -6.3% | -22.0% | -28.5% |
| 1Y | -21.8% | +13.5% | -35.2% | -26.1% |
| 3Y | +71.6% | -33.1% | +104.7% | +78.1% |
| All | +94.1% | -69.0% | +163.1% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling