+6,046.1%
CRH vs TAP
+789.2%
+5,256.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -6.1% | -3.9% | -2.2% | -5.3% |
| 30D | -9.3% | -5.3% | -4.0% | -8.3% |
| 3M | -15.2% | -3.8% | -11.4% | -14.6% |
| 6M | -14.2% | -11.4% | -2.8% | -12.4% |
| YTD | -28.3% | -13.7% | -14.5% | -26.5% |
| 1Y | -21.8% | -17.2% | -4.6% | -19.4% |
| 3Y | +71.6% | -33.1% | +104.7% | +83.0% |
| 5Y | +96.6% | +0.8% | +95.8% | +92.7% |
| 10Y | +253.8% | -49.8% | +303.7% | +278.5% |
| All | +6,046.1% | +789.2% | +5,256.9% | +5,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling