+2,877.5%
CRH vs EL
+1,558.7%
+1,318.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -4.8% | -4.4% | -0.4% | -3.4% |
| 30D | -13.1% | +10.3% | -23.4% | -16.2% |
| 3M | -12.0% | +13.4% | -25.3% | -16.0% |
| 6M | -16.9% | +3.1% | -20.0% | -19.0% |
| YTD | -29.0% | -6.9% | -22.1% | -29.2% |
| 1Y | -20.3% | +11.9% | -32.2% | -25.9% |
| 3Y | +69.2% | -33.8% | +103.1% | +73.4% |
| 5Y | +94.6% | -69.0% | +163.6% | +156.0% |
| 10Y | +250.3% | +25.3% | +225.0% | +178.6% |
| All | +2,877.5% | +1,558.7% | +1,318.8% | +1,374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling