-16.6%
CRH vs SPXS
-21.4%
+4.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +13.2% | -16.6% | +1.9% |
| 7D | +5.3% | +14.3% | -9.0% | +11.7% |
| 30D | +14.2% | +19.4% | -5.3% | +23.6% |
| 3M | -4.2% | +16.2% | -20.4% | +2.9% |
| 6M | -14.5% | -3.4% | -11.1% | -14.8% |
| YTD | -22.7% | -19.1% | -3.6% | -27.6% |
| 1Y | -16.6% | -20.5% | +3.9% | -22.1% |
| All | -16.6% | -21.4% | +4.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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