-14.6%
CRH vs SGI
-17.2%
+2.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -1.7% | +8.5% | -10.2% | -5.4% |
| 30D | -5.4% | +0.7% | -6.0% | -5.8% |
| 3M | -11.2% | +0.6% | -11.8% | -11.6% |
| 6M | -15.8% | -17.9% | +2.1% | -10.1% |
| YTD | -23.6% | -21.2% | -2.4% | -16.8% |
| 1Y | -14.6% | -18.9% | +4.3% | -3.4% |
| All | -14.6% | -17.2% | +2.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling