+6,046.1%
CRH vs SMTC
+71,255.7%
-65,209.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.5% |
| 7D | -6.1% | +13.1% | -19.1% | -7.2% |
| 30D | -9.3% | +19.5% | -28.7% | -11.1% |
| 3M | -15.2% | +2.2% | -17.4% | -16.4% |
| 6M | -14.2% | +94.9% | -109.1% | -21.2% |
| YTD | -28.3% | +127.0% | -155.2% | -35.2% |
| 1Y | -21.8% | +174.6% | -196.3% | -30.8% |
| 3Y | +71.6% | +615.9% | -544.3% | +33.1% |
| 5Y | +96.6% | +125.6% | -29.0% | +66.7% |
| 10Y | +253.8% | +540.5% | -286.7% | +175.1% |
| All | +6,046.1% | +71,255.7% | -65,209.7% | +4,299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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