+245.6%
CRH vs EME
+1,362.1%
-1,116.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -1.0% |
| 7D | -6.1% | +3.5% | -9.6% | -7.7% |
| 30D | -9.3% | -6.3% | -2.9% | -6.8% |
| 3M | -15.2% | -3.8% | -11.4% | -15.6% |
| 6M | -14.2% | +8.5% | -22.7% | -20.0% |
| YTD | -28.3% | +27.8% | -56.1% | -38.9% |
| 1Y | -21.8% | +22.2% | -44.0% | -33.3% |
| 3Y | +71.6% | +253.5% | -181.9% | -22.2% |
| 5Y | +96.6% | +578.6% | -482.0% | -39.9% |
| All | +245.6% | +1,362.1% | -1,116.5% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling