+71.6%
CRH vs SIMO
+482.9%
-411.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.2% | +0.3% |
| 7D | -6.1% | +11.0% | -17.1% | -7.2% |
| 30D | -9.3% | +17.9% | -27.2% | -11.0% |
| 3M | -15.2% | +3.9% | -19.1% | -16.7% |
| 6M | -14.2% | +131.0% | -145.2% | -29.2% |
| YTD | -28.3% | +209.3% | -237.6% | -46.4% |
| 1Y | -21.8% | +223.8% | -245.5% | -43.0% |
| 3Y | +71.6% | +479.2% | -407.6% | -8.7% |
| All | +71.6% | +482.9% | -411.2% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling