+321.2%
CRH vs PR
+167.7%
+153.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.3% | +6.0% | -7.3% | -1.9% |
| 30D | +18.1% | -4.2% | +22.3% | +18.4% |
| 3M | -3.9% | +10.0% | -13.8% | -5.1% |
| 6M | -13.3% | +15.6% | -28.9% | -15.1% |
| YTD | -24.2% | +68.2% | -92.4% | -28.9% |
| 1Y | -14.9% | +79.2% | -94.1% | -20.8% |
| 3Y | +64.9% | +94.9% | -30.0% | +51.0% |
| 5Y | +109.0% | +272.8% | -163.8% | +75.6% |
| 10Y | +248.9% | +84.6% | +164.3% | +166.9% |
| All | +321.2% | +167.7% | +153.6% | +224.5% |
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