+94.1%
CRH vs M
+28.6%
+65.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.6% |
| 7D | -6.1% | -4.2% | -1.8% | -5.3% |
| 30D | -9.3% | -7.2% | -2.1% | -7.9% |
| 3M | -15.2% | -11.1% | -4.0% | -13.2% |
| 6M | -14.2% | +28.8% | -43.0% | -18.7% |
| YTD | -28.3% | +2.0% | -30.3% | -29.0% |
| 1Y | -21.8% | +31.3% | -53.0% | -26.7% |
| 3Y | +71.6% | +119.1% | -47.5% | +37.3% |
| All | +94.1% | +28.6% | +65.5% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling