+472.4%
CRH vs SFM
+106.3%
+366.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.7% |
| 7D | -4.8% | -8.8% | +4.0% | -3.6% |
| 30D | -13.1% | -14.5% | +1.3% | -11.4% |
| 3M | -12.0% | -16.8% | +4.9% | -10.1% |
| 6M | -16.9% | -5.3% | -11.5% | -17.0% |
| YTD | -29.0% | -9.4% | -19.6% | -28.8% |
| 1Y | -20.3% | -46.2% | +25.8% | -14.7% |
| 3Y | +69.2% | +81.3% | -12.0% | +52.7% |
| 5Y | +94.6% | +211.9% | -117.2% | +61.7% |
| 10Y | +250.3% | +268.4% | -18.1% | +175.6% |
| All | +472.4% | +106.3% | +366.1% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling