+71.6%
CRH vs PBR
+99.7%
-28.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.0% |
| 7D | -6.1% | +5.4% | -11.4% | -6.2% |
| 30D | -9.3% | +22.9% | -32.1% | -9.9% |
| 3M | -15.2% | +19.6% | -34.8% | -15.8% |
| 6M | -14.2% | +16.5% | -30.7% | -15.1% |
| YTD | -28.3% | +86.7% | -114.9% | -33.3% |
| 1Y | -21.8% | +74.7% | -96.5% | -26.7% |
| 3Y | +71.6% | +102.6% | -31.0% | +51.1% |
| All | +71.6% | +99.7% | -28.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling