-21.8%
CRH vs SRE
+4.6%
-26.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -6.1% | -0.8% | -5.2% | -6.0% |
| 30D | -9.3% | -3.0% | -6.3% | -9.0% |
| 3M | -15.2% | -8.3% | -6.9% | -13.9% |
| 6M | -14.2% | -8.9% | -5.3% | -12.8% |
| YTD | -28.3% | -4.3% | -24.0% | -27.1% |
| 1Y | -21.8% | +2.7% | -24.5% | -19.6% |
| All | -21.8% | +4.6% | -26.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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