+94.1%
CRH vs ES
-6.1%
+100.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -6.1% | -3.6% | -2.5% | -5.3% |
| 30D | -9.3% | -4.2% | -5.0% | -8.4% |
| 3M | -15.2% | +0.1% | -15.3% | -15.2% |
| 6M | -14.2% | -6.2% | -8.0% | -13.1% |
| YTD | -28.3% | +4.1% | -32.3% | -29.0% |
| 1Y | -21.8% | +10.2% | -31.9% | -24.1% |
| 3Y | +71.6% | +26.1% | +45.5% | +58.4% |
| All | +94.1% | -6.1% | +100.2% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling