+99.2%
CRH vs PR
+429.1%
-329.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 3M | -13.5% | +24.1% | -37.6% | -16.9% |
| 6M | -15.4% | +25.4% | -40.8% | -19.5% |
| YTD | -27.6% | +71.2% | -98.8% | -35.1% |
| 1Y | -18.4% | +78.6% | -97.0% | -27.8% |
| 3Y | +72.5% | +85.2% | -12.7% | +48.5% |
| 5Y | +99.2% | +419.0% | -319.8% | +39.6% |
| All | +99.2% | +429.1% | -329.9% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling