+71.6%
CRH vs STT
+197.5%
-125.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -6.1% | -0.4% | -5.6% | -5.8% |
| 30D | -9.3% | +1.7% | -11.0% | -10.2% |
| 3M | -15.2% | +17.9% | -33.1% | -23.1% |
| 6M | -14.2% | +55.3% | -69.5% | -33.7% |
| YTD | -28.3% | +52.7% | -80.9% | -44.2% |
| 1Y | -21.8% | +75.7% | -97.4% | -44.2% |
| 3Y | +71.6% | +197.9% | -126.3% | -4.4% |
| All | +71.6% | +197.5% | -125.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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