-14.8%
CRH vs SIMO
+94.5%
-109.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +5.5% |
| 7D | +14.2% | -16.9% | +31.0% | +14.0% |
| 30D | +19.5% | -35.4% | +54.9% | +19.3% |
| 3M | +0.4% | -31.9% | +32.2% | +0.2% |
| 6M | -10.1% | -19.3% | +9.2% | -10.5% |
| YTD | -19.9% | +98.5% | -118.4% | -23.7% |
| 1Y | -14.8% | +100.5% | -115.4% | -19.4% |
| All | -14.8% | +94.5% | -109.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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