+71.6%
CRH vs USAR
+53.0%
+18.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.1% |
| 7D | -6.1% | -11.6% | +5.6% | -5.7% |
| 30D | -9.3% | -15.5% | +6.2% | -8.9% |
| 3M | -15.2% | -31.0% | +15.8% | -14.5% |
| 6M | -14.2% | -26.2% | +12.0% | -14.0% |
| YTD | -28.3% | +30.8% | -59.0% | -28.6% |
| 1Y | -21.8% | +7.1% | -28.9% | -22.1% |
| 3Y | +71.6% | +53.0% | +18.6% | +89.4% |
| All | +71.6% | +53.0% | +18.6% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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