+57.4%
INTC vs CRH
-13.9%
+71.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.6% | -9.4% | -4.7% |
| 7D | -39.0% | +14.2% | -53.2% | -40.8% |
| 30D | -49.8% | +19.5% | -69.4% | -52.0% |
| 3M | -42.2% | +0.4% | -42.6% | -41.6% |
| 6M | -39.2% | -10.1% | -29.0% | -35.6% |
| YTD | +57.9% | -19.9% | +77.9% | +67.2% |
| 1Y | +57.4% | -14.8% | +72.2% | +63.1% |
| All | +57.4% | -13.9% | +71.2% | +63.1% |
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