-15.4%
CRH vs PAAS
-8.9%
-6.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.3% |
| 7D | -3.6% | +2.6% | -6.2% | -4.3% |
| 30D | -10.8% | +2.5% | -13.3% | -11.8% |
| 3M | -13.5% | +15.1% | -28.6% | -17.5% |
| 6M | -15.4% | -12.1% | -3.4% | -13.4% |
| All | -15.4% | -8.9% | -6.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 6mo: compounded portfolio wealth divided by compounded PAAS 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…
6mo analysis · Full analysis span regression · 6 months rolling