-48.8%
SE vs CRH
-13.9%
-34.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.2% | +2.1% |
| 7D | +6.7% | +14.2% | -7.5% | +0.8% |
| 30D | -17.2% | +19.5% | -36.7% | -23.5% |
| 3M | -28.0% | +0.4% | -28.4% | -28.0% |
| 6M | -6.1% | -10.1% | +4.0% | -2.5% |
| YTD | -37.1% | -19.9% | -17.2% | -31.9% |
| 1Y | -48.8% | -14.8% | -33.9% | -45.7% |
| All | -48.8% | -13.9% | -34.9% | -45.7% |
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