+616.8%
CRH vs URA
-32.7%
+649.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.4% |
| 7D | -4.8% | -1.5% | -3.2% | -4.3% |
| 30D | -13.1% | -0.4% | -12.7% | -13.2% |
| 3M | -12.0% | +6.3% | -18.2% | -14.6% |
| 6M | -16.9% | -14.0% | -2.9% | -13.7% |
| YTD | -29.0% | +5.3% | -34.3% | -32.7% |
| 1Y | -20.3% | +11.7% | -32.0% | -27.6% |
| 3Y | +69.2% | +109.8% | -40.6% | +13.6% |
| 5Y | +94.6% | +108.0% | -13.3% | +23.0% |
| 10Y | +250.3% | +358.5% | -108.2% | +40.1% |
| All | +616.8% | -32.7% | +649.5% | +495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling