+245.6%
CRH vs SGI
+270.1%
-24.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.1% | -4.5% | -1.6% | -4.6% |
| 30D | -9.3% | +4.2% | -13.4% | -10.6% |
| 3M | -15.2% | -7.4% | -7.7% | -13.2% |
| 6M | -14.2% | -15.1% | +0.9% | -10.0% |
| YTD | -28.3% | -24.7% | -3.6% | -21.9% |
| 1Y | -21.8% | -21.8% | 0.0% | -16.2% |
| 3Y | +71.6% | +50.0% | +21.6% | +48.5% |
| 5Y | +96.6% | +48.9% | +47.7% | +63.7% |
| All | +245.6% | +270.1% | -24.4% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling