+217.0%
CRH vs MGY
+210.4%
+6.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | +3.5% | -9.6% | -6.9% |
| 30D | -9.3% | +5.3% | -14.5% | -10.5% |
| 3M | -15.2% | +2.6% | -17.8% | -16.3% |
| 6M | -14.2% | -3.3% | -10.9% | -14.9% |
| YTD | -28.3% | +29.2% | -57.5% | -34.1% |
| 1Y | -21.8% | +18.0% | -39.8% | -26.7% |
| 3Y | +71.6% | +30.0% | +41.6% | +53.8% |
| 5Y | +96.6% | +92.7% | +3.9% | +50.6% |
| All | +217.0% | +210.4% | +6.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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