-21.8%
CRH vs URI
+5.3%
-27.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -2.1% | -4.0% | -5.6% |
| 30D | -9.3% | -12.4% | +3.1% | -6.3% |
| 3M | -15.2% | -7.3% | -7.9% | -13.8% |
| 6M | -14.2% | +27.2% | -41.4% | -20.3% |
| YTD | -28.3% | +23.0% | -51.2% | -33.1% |
| 1Y | -21.8% | +3.9% | -25.7% | -25.5% |
| All | -21.8% | +5.3% | -27.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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