+245.6%
CRH vs SNY
+64.5%
+181.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -3.3% | -2.7% | -4.7% |
| 30D | -9.3% | -2.2% | -7.1% | -8.4% |
| 3M | -15.2% | -3.0% | -12.2% | -14.2% |
| 6M | -14.2% | +2.7% | -16.9% | -15.2% |
| YTD | -28.3% | -6.8% | -21.4% | -26.3% |
| 1Y | -21.8% | -5.3% | -16.5% | -20.5% |
| 3Y | +71.6% | -9.8% | +81.4% | +72.0% |
| 5Y | +96.6% | +9.7% | +86.9% | +74.2% |
| All | +245.6% | +64.5% | +181.1% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling