+322.9%
CRH vs PR
+164.4%
+158.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.6% |
| 7D | -1.6% | +6.7% | -8.3% | -2.2% |
| 30D | +17.2% | -6.1% | +23.3% | +17.7% |
| 3M | -3.8% | +6.9% | -10.6% | -4.7% |
| 6M | -15.0% | +14.6% | -29.6% | -16.7% |
| YTD | -23.9% | +66.1% | -90.0% | -28.5% |
| 1Y | -16.2% | +77.0% | -93.3% | -21.9% |
| 3Y | +65.1% | +93.8% | -28.7% | +51.3% |
| 5Y | +109.8% | +268.2% | -158.4% | +76.5% |
| 10Y | +250.3% | +82.3% | +167.9% | +168.2% |
| All | +322.9% | +164.4% | +158.5% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling