-13.3%
EQT vs CRH
-14.3%
+1.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.1% |
| 7D | -3.8% | +3.6% | -7.4% | -3.4% |
| 30D | -1.3% | +18.8% | -20.0% | +0.8% |
| 3M | -3.5% | -3.3% | -0.2% | -3.8% |
| 6M | -6.5% | -14.2% | +7.7% | -7.3% |
| YTD | -1.8% | -21.5% | +19.7% | -3.1% |
| All | -13.3% | -14.3% | +1.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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