+574.0%
CRH vs SIMO
+3,620.3%
-3,046.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -3.6% | +14.5% | -18.1% | -6.0% |
| 30D | -10.8% | +20.4% | -31.2% | -14.1% |
| 3M | -13.5% | +7.1% | -20.6% | -16.8% |
| 6M | -15.4% | +129.2% | -144.7% | -31.5% |
| YTD | -27.6% | +201.9% | -229.5% | -45.1% |
| 1Y | -18.4% | +235.5% | -253.9% | -39.7% |
| 3Y | +72.5% | +463.8% | -391.3% | +13.4% |
| 5Y | +99.2% | +306.7% | -207.5% | +34.2% |
| 10Y | +257.0% | +579.5% | -322.4% | +105.8% |
| All | +574.0% | +3,620.3% | -3,046.2% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling