+71.6%
CRH vs SYY
+29.1%
+42.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -6.1% | +3.9% | -10.0% | -7.0% |
| 30D | -9.3% | -1.7% | -7.5% | -8.9% |
| 3M | -15.2% | +5.2% | -20.4% | -16.3% |
| 6M | -14.2% | -0.2% | -14.0% | -14.7% |
| YTD | -28.3% | +15.4% | -43.6% | -31.6% |
| 1Y | -21.8% | +5.6% | -27.4% | -23.3% |
| 3Y | +71.6% | +28.9% | +42.7% | +59.5% |
| All | +71.6% | +29.1% | +42.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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