+79.8%
IBM vs CRH
+70.5%
+9.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.8% |
| 7D | +3.6% | -6.1% | +9.6% | +4.9% |
| 30D | +3.1% | -9.3% | +12.4% | +5.0% |
| 3M | -10.8% | -15.2% | +4.3% | -8.2% |
| 6M | -0.8% | -14.2% | +13.4% | +1.3% |
| YTD | -16.2% | -28.3% | +12.1% | -10.8% |
| 1Y | -2.9% | -21.8% | +18.9% | +1.4% |
| 3Y | +79.8% | +71.6% | +8.2% | +60.0% |
| All | +79.8% | +70.5% | +9.4% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling