+94.1%
CRH vs SPMO
+149.5%
-55.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | -6.1% | -0.9% | -5.1% | -5.3% |
| 30D | -9.3% | -1.9% | -7.4% | -7.9% |
| 3M | -15.2% | -1.4% | -13.8% | -15.9% |
| 6M | -14.2% | +25.5% | -39.7% | -32.9% |
| YTD | -28.3% | +24.8% | -53.1% | -43.6% |
| 1Y | -21.8% | +24.5% | -46.3% | -38.4% |
| 3Y | +71.6% | +157.1% | -85.5% | -34.5% |
| All | +94.1% | +149.5% | -55.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling