-14.6%
CRH vs SNY
+2.0%
-16.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | -5.4% | +3.4% | -8.8% | -6.6% |
| 3M | -11.2% | -0.3% | -10.9% | -11.1% |
| 6M | -15.8% | +1.0% | -16.9% | -16.1% |
| YTD | -23.6% | -3.6% | -20.0% | -22.9% |
| 1Y | -14.6% | +3.0% | -17.6% | -16.2% |
| All | -14.6% | +2.0% | -16.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling