+94.1%
CRH vs S
-69.2%
+163.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -9.3% | -11.4% | +2.2% | -7.9% |
| 3M | -15.2% | +33.8% | -49.0% | -19.4% |
| 6M | -14.2% | +39.5% | -53.7% | -19.8% |
| YTD | -28.3% | +31.7% | -59.9% | -32.4% |
| 1Y | -21.8% | +7.0% | -28.8% | -24.1% |
| 3Y | +71.6% | +11.8% | +59.8% | +61.8% |
| All | +94.1% | -69.2% | +163.3% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling