+324.4%
CRH vs PR
+169.5%
+155.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -5.4% | +18.0% | -23.4% | -7.0% |
| 3M | -11.2% | +16.9% | -28.1% | -12.9% |
| 6M | -15.8% | +28.2% | -44.1% | -18.5% |
| YTD | -23.6% | +69.3% | -93.0% | -28.2% |
| 1Y | -14.6% | +69.5% | -84.1% | -19.9% |
| 3Y | +74.3% | +81.7% | -7.4% | +60.8% |
| 5Y | +103.7% | +422.2% | -318.6% | +66.3% |
| 10Y | +261.4% | +110.4% | +151.1% | +178.8% |
| All | +324.4% | +169.5% | +155.0% | +227.6% |
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 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