+245.6%
CRH vs STZ
-11.3%
+256.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -6.1% | -4.5% | -1.6% | -4.5% |
| 30D | -9.3% | -8.6% | -0.7% | -6.4% |
| 3M | -15.2% | -13.8% | -1.4% | -10.8% |
| 6M | -14.2% | -17.2% | +2.9% | -8.7% |
| YTD | -28.3% | -9.4% | -18.9% | -26.8% |
| 1Y | -21.8% | -11.9% | -9.9% | -19.7% |
| 3Y | +71.6% | -49.6% | +121.2% | +115.1% |
| 5Y | +96.6% | -37.2% | +133.8% | +122.2% |
| All | +245.6% | -11.3% | +256.9% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling