+346.7%
CRH vs P
+494.9%
-148.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.2% |
| 7D | -0.6% | +7.8% | -8.5% | -2.2% |
| 30D | -9.5% | +12.3% | -21.8% | -12.2% |
| 3M | -10.4% | +37.1% | -47.5% | -17.3% |
| 6M | -14.2% | +66.1% | -80.3% | -25.0% |
| YTD | -26.6% | +50.9% | -77.5% | -35.0% |
| 1Y | -18.2% | +27.2% | -45.5% | -26.3% |
| 3Y | +74.9% | +158.7% | -83.7% | +26.9% |
| 5Y | +101.7% | +291.1% | -189.4% | +29.1% |
| 10Y | +249.4% | +715.0% | -465.6% | +80.6% |
| All | +346.7% | +494.9% | -148.3% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling