+4,672.0%
CRH vs SPG
+5,191.1%
-519.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.8% | -2.2% | -2.6% | -4.0% |
| 30D | -13.1% | -5.8% | -7.3% | -11.1% |
| 3M | -12.0% | -2.8% | -9.2% | -11.0% |
| 6M | -16.9% | +8.9% | -25.8% | -19.6% |
| YTD | -29.0% | +14.3% | -43.3% | -32.6% |
| 1Y | -20.3% | +19.5% | -39.8% | -25.8% |
| 3Y | +69.2% | +106.9% | -37.6% | +27.4% |
| 5Y | +94.6% | +108.7% | -14.1% | +44.8% |
| 10Y | +250.3% | +63.8% | +186.5% | +151.4% |
| All | +4,672.0% | +5,191.1% | -519.0% | +1,245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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