+71.6%
CRH vs EMR
+62.0%
+9.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.5% |
| 7D | -6.1% | -0.4% | -5.6% | -5.8% |
| 30D | -9.3% | -6.8% | -2.5% | -5.3% |
| 3M | -15.2% | +7.5% | -22.7% | -19.1% |
| 6M | -14.2% | +9.9% | -24.1% | -19.4% |
| YTD | -28.3% | +16.0% | -44.2% | -35.1% |
| 1Y | -21.8% | +12.4% | -34.2% | -28.2% |
| 3Y | +71.6% | +60.2% | +11.4% | +31.1% |
| All | +71.6% | +62.0% | +9.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling