+71.6%
CRH vs ET
+96.2%
-24.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -9.3% | +2.9% | -12.1% | -10.3% |
| 3M | -15.2% | +16.8% | -32.0% | -20.3% |
| 6M | -14.2% | +18.9% | -33.1% | -20.5% |
| YTD | -28.3% | +37.7% | -66.0% | -38.0% |
| 1Y | -21.8% | +32.4% | -54.2% | -31.3% |
| 3Y | +71.6% | +99.5% | -27.9% | +24.7% |
| All | +71.6% | +96.2% | -24.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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