+245.6%
CRH vs SFM
+271.4%
-25.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -6.1% | -10.6% | +4.6% | -4.7% |
| 30D | -9.3% | -15.5% | +6.2% | -7.4% |
| 3M | -15.2% | -17.4% | +2.2% | -13.4% |
| 6M | -14.2% | -3.4% | -10.8% | -14.6% |
| YTD | -28.3% | -8.7% | -19.6% | -28.2% |
| 1Y | -21.8% | -47.2% | +25.4% | -15.9% |
| 3Y | +71.6% | +82.7% | -11.1% | +55.3% |
| 5Y | +96.6% | +214.3% | -117.7% | +64.6% |
| All | +245.6% | +271.4% | -25.8% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling