+121.4%
ORLY vs CRH
+94.8%
+26.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -5.6% | +4.8% | +0.3% |
| 30D | -4.2% | -8.4% | +4.2% | -2.7% |
| 3M | -4.2% | -16.1% | +11.9% | -1.2% |
| 6M | -4.7% | -10.2% | +5.5% | -3.1% |
| YTD | -4.4% | -27.9% | +23.5% | +0.9% |
| 1Y | -18.9% | -20.6% | +1.8% | -16.0% |
| 3Y | +39.1% | +68.9% | -29.8% | +17.4% |
| 5Y | +121.4% | +95.7% | +25.8% | +80.0% |
| All | +121.4% | +94.8% | +26.6% | +80.0% |
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