+94.1%
CRH vs SBAC
-43.5%
+137.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -6.1% | -2.1% | -4.0% | -5.6% |
| 30D | -9.3% | +2.0% | -11.3% | -9.7% |
| 3M | -15.2% | -8.3% | -6.9% | -13.7% |
| 6M | -14.2% | +0.3% | -14.5% | -14.9% |
| YTD | -28.3% | -2.2% | -26.0% | -28.5% |
| 1Y | -21.8% | -4.6% | -17.1% | -21.6% |
| 3Y | +71.6% | -8.3% | +79.9% | +69.1% |
| All | +94.1% | -43.5% | +137.6% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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