-14.6%
CRH vs TEVA
+93.8%
-108.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -5.4% | +4.7% | -10.1% | -6.0% |
| 3M | -11.2% | +5.6% | -16.8% | -11.9% |
| 6M | -15.8% | +10.5% | -26.3% | -17.9% |
| YTD | -23.6% | +16.5% | -40.1% | -25.8% |
| 1Y | -14.6% | +96.8% | -111.4% | -21.1% |
| All | -14.6% | +93.8% | -108.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling