-21.8%
CRH vs P
+20.5%
-42.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.7% |
| 7D | -6.1% | -1.3% | -4.7% | -6.0% |
| 30D | -9.3% | -11.9% | +2.6% | -8.6% |
| 3M | -15.2% | +41.6% | -56.8% | -17.7% |
| 6M | -14.2% | +58.1% | -72.3% | -18.6% |
| YTD | -28.3% | +46.5% | -74.8% | -31.5% |
| 1Y | -21.8% | +19.1% | -40.8% | -26.9% |
| All | -21.8% | +20.5% | -42.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling