+71.6%
CRH vs M
+112.2%
-40.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.5% |
| 7D | -6.1% | -4.2% | -1.8% | -5.3% |
| 30D | -9.3% | -7.2% | -2.1% | -8.0% |
| 3M | -15.2% | -11.1% | -4.0% | -13.4% |
| 6M | -14.2% | +28.8% | -43.0% | -18.0% |
| YTD | -28.3% | +2.0% | -30.3% | -28.9% |
| 1Y | -21.8% | +31.3% | -53.0% | -26.0% |
| 3Y | +71.6% | +119.1% | -47.5% | +51.6% |
| All | +71.6% | +112.2% | -40.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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