+94.1%
CRH vs SNAP
-92.5%
+186.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.7% |
| 7D | -6.1% | +3.8% | -9.9% | -6.5% |
| 30D | -9.3% | +9.2% | -18.5% | -10.3% |
| 3M | -15.2% | +6.6% | -21.8% | -16.3% |
| 6M | -14.2% | +16.9% | -31.1% | -16.6% |
| YTD | -28.3% | -29.6% | +1.4% | -26.4% |
| 1Y | -21.8% | -22.1% | +0.3% | -21.0% |
| 3Y | +71.6% | -39.8% | +111.5% | +71.7% |
| All | +94.1% | -92.5% | +186.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 5y: compounded portfolio wealth divided by compounded SNAP 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…
5y analysis · Full analysis span regression · 6 months rolling