+94.1%
CRH vs SITM
+187.3%
-93.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.2% |
| 7D | -6.1% | +3.9% | -9.9% | -6.6% |
| 30D | -9.3% | -6.6% | -2.7% | -8.6% |
| 3M | -15.2% | -11.9% | -3.3% | -15.1% |
| 6M | -14.2% | +81.1% | -95.3% | -24.8% |
| YTD | -28.3% | +80.0% | -108.2% | -37.6% |
| 1Y | -21.8% | +145.8% | -167.6% | -36.3% |
| 3Y | +71.6% | +475.9% | -404.3% | +13.6% |
| All | +94.1% | +187.3% | -93.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 5y: compounded portfolio wealth divided by compounded SITM 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…
5y analysis · Full analysis span regression · 6 months rolling