+94.1%
CRH vs TAP
-0.1%
+94.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -6.1% | -3.9% | -2.2% | -4.9% |
| 30D | -9.3% | -5.3% | -4.0% | -7.9% |
| 3M | -15.2% | -3.8% | -11.4% | -14.4% |
| 6M | -14.2% | -11.4% | -2.8% | -11.5% |
| YTD | -28.3% | -13.7% | -14.5% | -25.7% |
| 1Y | -21.8% | -17.2% | -4.6% | -18.1% |
| 3Y | +71.6% | -33.1% | +104.7% | +89.9% |
| All | +94.1% | -0.1% | +94.2% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling