+73.2%
CRH vs PR
+84.2%
-11.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | -10.8% | +11.3% | -22.1% | -12.2% |
| 3M | -13.5% | +24.1% | -37.6% | -16.7% |
| 6M | -15.4% | +25.4% | -40.8% | -19.6% |
| YTD | -27.6% | +71.2% | -98.8% | -36.2% |
| 1Y | -18.4% | +78.6% | -97.0% | -29.2% |
| All | +73.2% | +84.2% | -11.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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