+1,336.6%
CRH vs SRE
+1,512.0%
-175.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -6.1% | -0.8% | -5.2% | -5.8% |
| 30D | -9.3% | -3.0% | -6.3% | -8.4% |
| 3M | -15.2% | -8.3% | -6.9% | -12.5% |
| 6M | -14.2% | -8.9% | -5.3% | -11.4% |
| YTD | -28.3% | -4.3% | -24.0% | -27.5% |
| 1Y | -21.8% | +2.7% | -24.5% | -23.4% |
| 3Y | +71.6% | +28.7% | +43.0% | +49.7% |
| 5Y | +96.6% | +47.1% | +49.5% | +61.1% |
| 10Y | +253.8% | +121.7% | +132.2% | +138.5% |
| All | +1,336.6% | +1,512.0% | -175.4% | +598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling