+94.1%
CRH vs EMR
+66.6%
+27.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.6% |
| 7D | -6.1% | -0.4% | -5.6% | -5.8% |
| 30D | -9.3% | -6.8% | -2.5% | -5.1% |
| 3M | -15.2% | +7.5% | -22.7% | -19.4% |
| 6M | -14.2% | +9.9% | -24.1% | -19.7% |
| YTD | -28.3% | +16.0% | -44.2% | -35.6% |
| 1Y | -21.8% | +12.4% | -34.2% | -28.7% |
| 3Y | +71.6% | +60.2% | +11.4% | +20.7% |
| All | +94.1% | +66.6% | +27.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling