-16.6%
CRH vs SIRI
+59.1%
-75.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +5.3% | +15.9% | -10.5% | +2.3% |
| 30D | +14.2% | +26.0% | -11.8% | +9.3% |
| 3M | -4.2% | +9.2% | -13.4% | -6.4% |
| 6M | -14.5% | +28.3% | -42.8% | -17.8% |
| YTD | -22.7% | +71.5% | -94.1% | -27.8% |
| 1Y | -16.6% | +55.0% | -71.5% | -21.1% |
| All | -16.6% | +59.1% | -75.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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