+195.6%
EQT vs CRH
+91.9%
+103.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | -1.2% | -4.8% | +3.6% | -0.1% |
| 30D | +1.1% | -13.1% | +14.2% | +4.3% |
| 3M | +4.8% | -12.0% | +16.8% | +7.4% |
| 6M | -10.6% | -16.9% | +6.3% | -7.7% |
| YTD | +3.4% | -29.0% | +32.4% | +11.0% |
| 1Y | +8.7% | -20.3% | +29.0% | +12.1% |
| 3Y | +35.0% | +69.2% | -34.3% | +4.5% |
| All | +195.6% | +91.9% | +103.6% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling