+94.1%
CRH vs URI
+198.7%
-104.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -2.1% | -4.0% | -5.3% |
| 30D | -9.3% | -12.4% | +3.1% | -4.1% |
| 3M | -15.2% | -7.3% | -7.9% | -13.1% |
| 6M | -14.2% | +27.2% | -41.4% | -24.5% |
| YTD | -28.3% | +23.0% | -51.2% | -36.6% |
| 1Y | -21.8% | +3.9% | -25.7% | -25.6% |
| 3Y | +71.6% | +121.6% | -50.0% | +10.5% |
| All | +94.1% | +198.7% | -104.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling