+94.1%
CRH vs EME
+575.5%
-481.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.7% |
| 7D | -6.1% | +3.5% | -9.6% | -7.4% |
| 30D | -9.3% | -6.3% | -2.9% | -7.2% |
| 3M | -15.2% | -3.8% | -11.4% | -15.2% |
| 6M | -14.2% | +8.5% | -22.7% | -18.9% |
| YTD | -28.3% | +27.8% | -56.1% | -37.4% |
| 1Y | -21.8% | +22.2% | -44.0% | -31.8% |
| 3Y | +71.6% | +253.5% | -181.9% | -17.0% |
| All | +94.1% | +575.5% | -481.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling