-14.2%
CRH vs SITM
+79.8%
-94.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.7% |
| 7D | -6.1% | +3.9% | -9.9% | -6.2% |
| 30D | -9.3% | -6.6% | -2.7% | -9.1% |
| 3M | -15.2% | -11.9% | -3.3% | -13.9% |
| 6M | -14.2% | +81.1% | -95.3% | -32.5% |
| All | -14.2% | +79.8% | -94.0% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling