+94.6%
CRH vs PL
+67.2%
+27.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -4.8% | -9.0% | +4.3% | -3.8% |
| 30D | -13.1% | -29.6% | +16.5% | -10.0% |
| 3M | -12.0% | -45.7% | +33.7% | -7.0% |
| 6M | -16.9% | -34.3% | +17.4% | -15.8% |
| YTD | -29.0% | -15.4% | -13.6% | -30.7% |
| 1Y | -20.3% | +86.1% | -106.4% | -30.2% |
| 3Y | +69.2% | +509.1% | -439.9% | +17.5% |
| 5Y | +94.6% | +68.3% | +26.3% | +33.6% |
| All | +94.6% | +67.2% | +27.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling