+6,978.2%
CRH vs SPY
+3,040.6%
+3,937.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -4.8% | -2.0% | -2.8% | -3.0% |
| 30D | -13.1% | -1.7% | -11.5% | -11.8% |
| 3M | -12.0% | +4.7% | -16.7% | -15.5% |
| 6M | -16.9% | +12.5% | -29.4% | -25.0% |
| YTD | -29.0% | +11.7% | -40.7% | -35.4% |
| 1Y | -20.3% | +17.5% | -37.8% | -30.7% |
| 3Y | +69.2% | +76.6% | -7.3% | +4.2% |
| 5Y | +94.6% | +82.0% | +12.6% | +17.8% |
| 10Y | +250.3% | +317.1% | -66.8% | +9.2% |
| All | +6,978.2% | +3,040.6% | +3,937.7% | +982.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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