-14.8%
CRH vs ES
-1.6%
-13.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.6% | +5.1% |
| 7D | +14.2% | +5.3% | +8.8% | +12.9% |
| 30D | +19.5% | +8.9% | +10.6% | +17.3% |
| 3M | +0.4% | -1.9% | +2.3% | +0.5% |
| 6M | -10.1% | +3.9% | -14.0% | -10.8% |
| YTD | -19.9% | +8.3% | -28.2% | -20.7% |
| 1Y | -14.8% | -0.1% | -14.7% | -15.5% |
| All | -14.8% | -1.6% | -13.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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