+71.6%
CRH vs ELV
-2.1%
+73.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -6.1% | +3.2% | -9.3% | -6.3% |
| 30D | -9.3% | +5.4% | -14.6% | -9.7% |
| 3M | -15.2% | +5.4% | -20.5% | -15.7% |
| 6M | -14.2% | +45.7% | -59.9% | -18.0% |
| YTD | -28.3% | +21.2% | -49.4% | -30.2% |
| 1Y | -21.8% | +35.6% | -57.4% | -24.9% |
| 3Y | +71.6% | -2.0% | +73.6% | +65.7% |
| All | +71.6% | -2.1% | +73.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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