-14.6%
CRH vs S
+10.1%
-24.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -1.7% | -7.7% | +6.0% | -1.2% |
| 30D | -5.4% | -5.3% | 0.0% | -5.2% |
| 3M | -11.2% | +20.3% | -31.5% | -12.2% |
| 6M | -15.8% | +47.4% | -63.2% | -19.5% |
| YTD | -23.6% | +32.5% | -56.2% | -25.8% |
| 1Y | -14.6% | +9.5% | -24.1% | -14.4% |
| All | -14.6% | +10.1% | -24.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling