-22.5%
CRH vs IRE
-82.8%
+60.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.2% | -14.1% | -4.2% |
| 7D | -0.6% | +58.9% | -59.6% | -2.1% |
| 30D | -9.5% | +17.2% | -26.6% | -10.2% |
| 3M | -10.4% | -58.6% | +48.2% | -8.1% |
| 6M | -14.2% | -23.5% | +9.3% | -16.0% |
| YTD | -26.6% | -47.4% | +20.9% | -28.9% |
| All | -22.5% | -82.8% | +60.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 all: compounded portfolio wealth divided by compounded IRE 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…
all analysis · Full analysis span regression · 6 months rolling