+71.6%
CRH vs URA
+101.1%
-29.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.8% |
| 7D | -6.1% | -5.5% | -0.6% | -4.8% |
| 30D | -9.3% | -3.7% | -5.6% | -8.6% |
| 3M | -15.2% | -2.9% | -12.3% | -15.0% |
| 6M | -14.2% | -15.2% | +1.0% | -11.7% |
| YTD | -28.3% | +1.9% | -30.1% | -29.9% |
| 1Y | -21.8% | +6.9% | -28.7% | -25.7% |
| 3Y | +71.6% | +99.6% | -28.0% | +29.7% |
| All | +71.6% | +101.1% | -29.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling