+538.2%
CRH vs SPXU
-100.0%
+638.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | 0.0% |
| 7D | -6.1% | +2.5% | -8.5% | -5.0% |
| 30D | -9.3% | +4.2% | -13.5% | -7.5% |
| 3M | -15.2% | -9.3% | -5.9% | -18.0% |
| 6M | -14.2% | -30.7% | +16.5% | -24.7% |
| YTD | -28.3% | -28.1% | -0.1% | -35.5% |
| 1Y | -21.8% | -35.2% | +13.5% | -32.1% |
| 3Y | +71.6% | -79.9% | +151.6% | +3.8% |
| 5Y | +96.6% | -86.4% | +183.0% | +22.2% |
| 10Y | +253.8% | -99.5% | +353.4% | -28.8% |
| All | +538.2% | -100.0% | +638.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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