+339.5%
CRH vs JD
+42.0%
+297.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -4.2% | -1.8% | -5.4% |
| 30D | -9.3% | -14.4% | +5.1% | -6.9% |
| 3M | -15.2% | -3.6% | -11.6% | -14.9% |
| 6M | -14.2% | -0.3% | -13.9% | -14.6% |
| YTD | -28.3% | -2.4% | -25.9% | -28.4% |
| 1Y | -21.8% | -18.5% | -3.2% | -19.7% |
| 3Y | +71.6% | -7.0% | +78.6% | +66.0% |
| 5Y | +96.6% | -61.7% | +158.3% | +111.3% |
| 10Y | +253.8% | +17.1% | +236.7% | +183.6% |
| All | +339.5% | +42.0% | +297.5% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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