+1,023.1%
CRH vs SBAC
+2,110.4%
-1,087.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.5% |
| 7D | -4.8% | -5.3% | +0.5% | -4.1% |
| 30D | -13.1% | +0.4% | -13.5% | -13.2% |
| 3M | -12.0% | -11.9% | -0.1% | -10.8% |
| 6M | -16.9% | -4.5% | -12.4% | -16.8% |
| YTD | -29.0% | -4.3% | -24.6% | -29.0% |
| 1Y | -20.3% | -3.9% | -16.4% | -20.5% |
| 3Y | +69.2% | -11.0% | +80.2% | +69.3% |
| 5Y | +94.6% | -44.1% | +138.7% | +105.1% |
| 10Y | +250.3% | +81.6% | +168.7% | +222.3% |
| All | +1,023.1% | +2,110.4% | -1,087.3% | +720.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling