+3,631.8%
CRH vs SIRI
-16.9%
+3,648.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | -6.1% | +0.6% | -6.6% | -6.1% |
| 30D | -9.3% | +2.5% | -11.8% | -9.4% |
| 3M | -15.2% | +6.6% | -21.8% | -15.6% |
| 6M | -14.2% | +32.9% | -47.1% | -15.9% |
| YTD | -28.3% | +50.5% | -78.7% | -30.3% |
| 1Y | -21.8% | +28.0% | -49.7% | -23.3% |
| 3Y | +71.6% | -22.4% | +94.0% | +71.8% |
| 5Y | +96.6% | -41.3% | +137.9% | +98.5% |
| 10Y | +253.8% | -10.4% | +264.3% | +248.8% |
| All | +3,631.8% | -16.9% | +3,648.7% | +3,129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling