+101.7%
CRH vs MAS
+32.7%
+69.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.4% | -2.5% |
| 7D | -0.6% | +1.0% | -1.6% | -1.1% |
| 30D | -9.5% | -8.1% | -1.4% | -5.1% |
| 3M | -10.4% | +3.3% | -13.7% | -12.4% |
| 6M | -14.2% | +12.4% | -26.6% | -20.4% |
| YTD | -26.6% | +13.3% | -39.9% | -32.7% |
| 1Y | -18.2% | -4.7% | -13.6% | -17.6% |
| 3Y | +74.9% | +33.0% | +42.0% | +42.9% |
| 5Y | +101.7% | +33.9% | +67.8% | +59.4% |
| All | +101.7% | +32.7% | +69.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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