+56.7%
CRH vs SN
+476.8%
-420.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.5% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | -10.8% | -9.1% | -1.8% | -8.7% |
| 3M | -13.5% | +31.8% | -45.3% | -19.7% |
| 6M | -15.4% | +52.0% | -67.5% | -24.5% |
| YTD | -27.6% | +51.3% | -78.9% | -35.5% |
| 1Y | -18.4% | +46.9% | -65.3% | -27.1% |
| 3Y | +72.5% | +394.9% | -322.4% | +37.0% |
| All | +56.7% | +476.8% | -420.1% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling