+73.2%
CRH vs PL
+519.4%
-446.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -3.6% | -13.9% | +10.3% | -2.3% |
| 30D | -10.8% | -25.5% | +14.6% | -8.5% |
| 3M | -13.5% | -44.8% | +31.3% | -9.2% |
| 6M | -15.4% | -33.3% | +17.9% | -14.6% |
| YTD | -27.6% | -12.7% | -14.9% | -29.6% |
| 1Y | -18.4% | +90.9% | -109.3% | -28.4% |
| All | +73.2% | +519.4% | -446.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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