+71.6%
CRH vs SN
+344.9%
-273.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -6.1% | -7.3% | +1.2% | -3.8% |
| 30D | -9.3% | -13.6% | +4.3% | -5.2% |
| 3M | -15.2% | +18.6% | -33.8% | -20.1% |
| 6M | -14.2% | +46.0% | -60.2% | -24.5% |
| YTD | -28.3% | +43.7% | -72.0% | -36.9% |
| 1Y | -21.8% | +39.2% | -60.9% | -30.9% |
| 3Y | +71.6% | +306.5% | -234.9% | +19.4% |
| All | +71.6% | +344.9% | -273.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling