+101.2%
CRH vs S
-57.7%
+158.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -10.8% | -12.6% | +1.7% | -9.4% |
| 3M | -13.5% | +27.6% | -41.1% | -16.9% |
| 6M | -15.4% | +35.5% | -50.9% | -20.2% |
| YTD | -27.6% | +29.6% | -57.2% | -31.4% |
| 1Y | -18.4% | +8.1% | -26.5% | -20.8% |
| 3Y | +72.5% | +14.8% | +57.7% | +63.0% |
| 5Y | +99.2% | -70.6% | +169.7% | +98.6% |
| All | +101.2% | -57.7% | +158.9% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling