+245.6%
CRH vs TEVA
-22.9%
+268.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -6.1% | +2.0% | -8.1% | -6.4% |
| 30D | -9.3% | +1.0% | -10.2% | -9.5% |
| 3M | -15.2% | +7.3% | -22.5% | -16.6% |
| 6M | -14.2% | +21.7% | -35.9% | -17.9% |
| YTD | -28.3% | +18.8% | -47.1% | -31.1% |
| 1Y | -21.8% | +86.5% | -108.3% | -31.5% |
| 3Y | +71.6% | +269.4% | -197.8% | +27.1% |
| 5Y | +96.6% | +303.6% | -207.0% | +38.8% |
| All | +245.6% | -22.9% | +268.5% | +188.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling