+71.6%
CRH vs SRE
+28.3%
+43.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.1% | -0.8% | -5.2% | -5.8% |
| 30D | -9.3% | -3.0% | -6.3% | -8.6% |
| 3M | -15.2% | -8.3% | -6.9% | -13.1% |
| 6M | -14.2% | -8.9% | -5.3% | -12.0% |
| YTD | -28.3% | -4.3% | -24.0% | -27.6% |
| 1Y | -21.8% | +2.7% | -24.5% | -23.2% |
| 3Y | +71.6% | +28.7% | +43.0% | +51.4% |
| All | +71.6% | +28.3% | +43.4% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling