-14.6%
CRH vs SPMO
+29.9%
-44.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.7% |
| 7D | -1.7% | +2.0% | -3.7% | -2.5% |
| 30D | -5.4% | -0.4% | -5.0% | -5.2% |
| 3M | -11.2% | -1.9% | -9.3% | -11.3% |
| 6M | -15.8% | +25.0% | -40.9% | -32.8% |
| YTD | -23.6% | +26.0% | -49.7% | -39.4% |
| 1Y | -14.6% | +28.7% | -43.3% | -34.8% |
| All | -14.6% | +29.9% | -44.5% | -34.8% |
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