+536.7%
CRH vs STLA
+245.5%
+291.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.8% | -3.8% | -0.9% | -3.7% |
| 30D | -13.1% | -3.1% | -10.0% | -12.5% |
| 3M | -12.0% | -19.6% | +7.7% | -6.8% |
| 6M | -16.9% | -23.5% | +6.6% | -11.0% |
| YTD | -29.0% | -51.5% | +22.5% | -14.8% |
| 1Y | -20.3% | -39.7% | +19.3% | -11.6% |
| 3Y | +69.2% | -66.3% | +135.6% | +116.0% |
| 5Y | +94.6% | -63.1% | +157.8% | +137.9% |
| 10Y | +250.3% | +48.5% | +201.8% | +199.3% |
| All | +536.7% | +245.5% | +291.2% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling