-16.6%
CRH vs EME
-9.2%
-7.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.5% | -2.2% |
| 7D | +5.3% | -13.6% | +19.0% | +7.5% |
| 30D | +14.2% | -27.8% | +41.9% | +20.9% |
| 3M | -4.2% | -27.6% | +23.4% | +1.3% |
| 6M | -14.5% | -36.1% | +21.6% | -2.7% |
| YTD | -22.7% | -2.5% | -20.2% | -29.3% |
| 1Y | -16.6% | -11.7% | -4.9% | -20.3% |
| All | -16.6% | -9.2% | -7.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling