+245.6%
CRH vs SM
+23.0%
+222.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.1% | +4.6% | -10.6% | -6.5% |
| 30D | -9.3% | +18.2% | -27.5% | -11.0% |
| 3M | -15.2% | +22.5% | -37.7% | -17.6% |
| 6M | -14.2% | +50.6% | -64.8% | -19.4% |
| YTD | -28.3% | +108.1% | -136.4% | -35.3% |
| 1Y | -21.8% | +46.0% | -67.8% | -26.8% |
| 3Y | +71.6% | +2.9% | +68.7% | +64.2% |
| 5Y | +96.6% | +112.6% | -16.0% | +68.2% |
| All | +245.6% | +23.0% | +222.6% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling