-17.3%
MCD vs CRH
-14.7%
-2.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -2.8% | -1.7% | -1.2% | -2.7% |
| 30D | -6.0% | -5.4% | -0.7% | -5.6% |
| 3M | -5.6% | -11.2% | +5.6% | -4.7% |
| 6M | -21.9% | -15.8% | -6.0% | -21.1% |
| YTD | -14.7% | -23.6% | +8.9% | -14.2% |
| 1Y | -17.3% | -14.6% | -2.7% | -17.6% |
| All | -17.3% | -14.7% | -2.6% | -17.6% |
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