+245.6%
CRH vs TAP
-49.9%
+295.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -6.1% | -3.9% | -2.2% | -4.8% |
| 30D | -9.3% | -5.3% | -4.0% | -7.6% |
| 3M | -15.2% | -3.8% | -11.4% | -14.3% |
| 6M | -14.2% | -11.4% | -2.8% | -11.1% |
| YTD | -28.3% | -13.7% | -14.5% | -25.3% |
| 1Y | -21.8% | -17.2% | -4.6% | -17.7% |
| 3Y | +71.6% | -33.1% | +104.7% | +91.7% |
| 5Y | +96.6% | +0.8% | +95.8% | +84.8% |
| All | +245.6% | -49.9% | +295.5% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling