+94.1%
CRH vs STLA
-62.8%
+157.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | -6.1% | -2.9% | -3.2% | -5.1% |
| 30D | -9.3% | +0.9% | -10.2% | -9.8% |
| 3M | -15.2% | -21.6% | +6.4% | -8.5% |
| 6M | -14.2% | -21.6% | +7.4% | -7.9% |
| YTD | -28.3% | -50.4% | +22.2% | -11.5% |
| 1Y | -21.8% | -43.6% | +21.8% | -9.9% |
| 3Y | +71.6% | -66.4% | +138.0% | +129.6% |
| All | +94.1% | -62.8% | +157.0% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling