+245.6%
CRH vs SPYG
+424.6%
-179.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -6.1% | -0.9% | -5.2% | -5.3% |
| 30D | -9.3% | -1.5% | -7.8% | -8.0% |
| 3M | -15.2% | +3.7% | -18.9% | -18.3% |
| 6M | -14.2% | +16.4% | -30.6% | -25.5% |
| YTD | -28.3% | +13.3% | -41.6% | -36.2% |
| 1Y | -21.8% | +17.9% | -39.6% | -32.9% |
| 3Y | +71.6% | +98.3% | -26.7% | -7.6% |
| 5Y | +96.6% | +86.4% | +10.2% | +10.5% |
| All | +245.6% | +424.6% | -179.0% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling