-40.9%
SE vs CRH
-14.7%
-26.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.0% |
| 7D | -6.1% | -1.7% | -4.4% | -5.4% |
| 30D | -2.5% | -5.4% | +2.9% | 0.0% |
| 3M | +21.7% | -11.2% | +32.9% | +26.9% |
| 6M | +27.0% | -15.8% | +42.8% | +34.0% |
| YTD | -12.1% | -23.6% | +11.5% | -3.2% |
| 1Y | -40.9% | -14.6% | -26.3% | -37.2% |
| All | -40.9% | -14.7% | -26.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling