+117.4%
CRH vs PL
+81.7%
+35.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.7% |
| 7D | -0.6% | -7.5% | +6.9% | +0.1% |
| 30D | -9.5% | -25.6% | +16.1% | -6.8% |
| 3M | -10.4% | -45.6% | +35.2% | -5.3% |
| 6M | -14.2% | -29.5% | +15.4% | -13.7% |
| YTD | -26.6% | -9.7% | -16.9% | -28.8% |
| 1Y | -18.2% | +84.4% | -102.6% | -28.2% |
| 3Y | +74.9% | +550.0% | -475.1% | +20.7% |
| 5Y | +101.7% | +79.0% | +22.7% | +44.1% |
| All | +117.4% | +81.7% | +35.6% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling