-14.8%
CRH vs SPMO
+11.0%
-25.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +5.9% |
| 7D | +14.2% | -8.9% | +23.0% | +17.9% |
| 30D | +19.5% | -13.8% | +33.3% | +26.3% |
| 3M | +0.4% | -12.5% | +12.9% | +5.3% |
| 6M | -10.1% | -1.5% | -8.7% | -17.1% |
| YTD | -19.9% | +11.3% | -31.3% | -34.4% |
| 1Y | -14.8% | +11.5% | -26.3% | -30.3% |
| All | -14.8% | +11.0% | -25.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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