-14.6%
CRH vs TPR
+18.2%
-32.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -1.7% | -2.7% | +1.0% | -0.8% |
| 30D | -5.4% | -23.3% | +17.9% | +2.4% |
| 3M | -11.2% | -12.8% | +1.6% | -8.5% |
| 6M | -15.8% | -21.7% | +5.9% | -11.1% |
| YTD | -23.6% | -3.9% | -19.7% | -23.4% |
| 1Y | -14.6% | +16.9% | -31.5% | -18.3% |
| All | -14.6% | +18.2% | -32.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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