+94.1%
CRH vs STZ
-37.6%
+131.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.1% | -4.5% | -1.6% | -4.8% |
| 30D | -9.3% | -8.6% | -0.7% | -6.9% |
| 3M | -15.2% | -13.8% | -1.4% | -11.6% |
| 6M | -14.2% | -17.2% | +2.9% | -9.8% |
| YTD | -28.3% | -9.4% | -18.9% | -27.3% |
| 1Y | -21.8% | -11.9% | -9.9% | -20.2% |
| 3Y | +71.6% | -49.6% | +121.2% | +110.2% |
| All | +94.1% | -37.6% | +131.7% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling