-14.8%
CRH vs S
+36.5%
-51.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.6% |
| 7D | +14.2% | -8.2% | +22.4% | +14.3% |
| 30D | +19.5% | -7.6% | +27.2% | +19.7% |
| 3M | +0.4% | +12.0% | -11.6% | -0.3% |
| 6M | -10.1% | +50.6% | -60.7% | -12.0% |
| YTD | -19.9% | +56.6% | -76.5% | -22.2% |
| 1Y | -14.8% | +39.2% | -54.1% | -16.4% |
| All | -14.8% | +36.5% | -51.3% | -16.4% |
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