+5,984.3%
CRH vs SAN
+2,071.9%
+3,912.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -4.8% | -2.8% | -2.0% | -3.7% |
| 30D | -13.1% | -0.5% | -12.6% | -12.9% |
| 3M | -12.0% | +22.7% | -34.7% | -19.0% |
| 6M | -16.9% | +28.8% | -45.7% | -25.0% |
| YTD | -29.0% | +26.3% | -55.2% | -35.8% |
| 1Y | -20.3% | +48.8% | -69.2% | -32.7% |
| 3Y | +69.2% | +347.2% | -278.0% | -8.9% |
| 5Y | +94.6% | +383.8% | -289.1% | -0.5% |
| 10Y | +250.3% | +335.4% | -85.2% | +77.5% |
| All | +5,984.3% | +2,071.9% | +3,912.4% | +2,703.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 all: compounded portfolio wealth divided by compounded SAN 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…
all analysis · Full analysis span regression · 6 months rolling