+94.1%
CRH vs P
+268.0%
-173.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.2% |
| 7D | -6.1% | -1.3% | -4.7% | -5.9% |
| 30D | -9.3% | -11.9% | +2.6% | -7.5% |
| 3M | -15.2% | +41.6% | -56.8% | -21.7% |
| 6M | -14.2% | +58.1% | -72.3% | -23.7% |
| YTD | -28.3% | +46.5% | -74.8% | -35.6% |
| 1Y | -21.8% | +19.1% | -40.8% | -28.2% |
| 3Y | +71.6% | +150.6% | -79.0% | +23.9% |
| All | +94.1% | +268.0% | -173.9% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling