+94.1%
CRH vs IT
-42.9%
+137.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.2% | -0.3% |
| 7D | -6.1% | -3.7% | -2.4% | -5.2% |
| 30D | -9.3% | +0.1% | -9.3% | -9.5% |
| 3M | -15.2% | +20.7% | -35.9% | -20.4% |
| 6M | -14.2% | +12.0% | -26.2% | -18.8% |
| YTD | -28.3% | -28.8% | +0.6% | -21.8% |
| 1Y | -21.8% | -25.5% | +3.7% | -16.8% |
| 3Y | +71.6% | -48.8% | +120.4% | +106.0% |
| All | +94.1% | -42.9% | +137.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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