-14.6%
CRH vs SPYG
+22.6%
-37.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -1.7% | +0.4% | -2.0% | -1.9% |
| 30D | -5.4% | -0.4% | -4.9% | -5.1% |
| 3M | -11.2% | +0.5% | -11.7% | -11.4% |
| 6M | -15.8% | +17.5% | -33.3% | -26.7% |
| YTD | -23.6% | +14.3% | -38.0% | -32.2% |
| 1Y | -14.6% | +21.7% | -36.3% | -29.2% |
| All | -14.6% | +22.6% | -37.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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