+4.4%
GOOGL vs CRH
-13.9%
+18.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.5% | +2.1% |
| 7D | -11.1% | +14.2% | -25.2% | -13.4% |
| 30D | -16.6% | +19.5% | -36.1% | -19.7% |
| 3M | -23.4% | +0.4% | -23.8% | -23.0% |
| 6M | -24.5% | -10.1% | -14.4% | -22.1% |
| YTD | -7.5% | -19.9% | +12.4% | -4.7% |
| 1Y | +4.4% | -14.8% | +19.2% | +5.0% |
| All | +4.4% | -13.9% | +18.2% | +5.0% |
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 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