-14.6%
CRH vs EMR
+19.4%
-34.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.4% |
| 7D | -1.7% | -1.5% | -0.1% | -0.8% |
| 30D | -5.4% | -5.6% | +0.3% | -2.2% |
| 3M | -11.2% | +7.9% | -19.1% | -15.3% |
| 6M | -15.8% | +6.0% | -21.9% | -19.6% |
| YTD | -23.6% | +16.4% | -40.1% | -30.1% |
| 1Y | -14.6% | +16.6% | -31.2% | -22.3% |
| All | -14.6% | +19.4% | -34.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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