+1,015.6%
CRH vs SNY
+246.4%
+769.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -5.6% | -2.1% | -3.5% | -4.5% |
| 30D | -8.4% | -0.9% | -7.5% | -8.0% |
| 3M | -16.1% | -2.1% | -14.0% | -15.3% |
| 6M | -10.2% | +4.9% | -15.1% | -12.6% |
| YTD | -27.9% | -5.6% | -22.3% | -26.0% |
| 1Y | -20.6% | -2.8% | -17.9% | -20.3% |
| 3Y | +68.9% | -8.7% | +77.6% | +67.4% |
| 5Y | +95.7% | +11.2% | +84.5% | +69.8% |
| 10Y | +248.9% | +66.5% | +182.3% | +132.4% |
| All | +1,015.6% | +246.4% | +769.2% | +440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling