+409.4%
GE vs CRH
+93.9%
+315.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -4.0% | -6.1% | +2.1% | -1.0% |
| 30D | -11.4% | -9.3% | -2.1% | -7.1% |
| 3M | -2.6% | -15.2% | +12.6% | +5.3% |
| 6M | -0.3% | -14.2% | +13.9% | +7.2% |
| YTD | +5.4% | -28.3% | +33.6% | +23.0% |
| 1Y | +15.5% | -21.8% | +37.3% | +28.7% |
| 3Y | +260.8% | +71.6% | +189.1% | +156.5% |
| All | +409.4% | +93.9% | +315.5% | +230.0% |
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