+177.8%
SE vs CRH
+70.5%
+107.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.9% |
| 7D | -5.2% | -6.1% | +0.8% | -2.3% |
| 30D | -17.1% | -9.3% | -7.8% | -13.0% |
| 3M | +24.0% | -15.2% | +39.2% | +33.7% |
| 6M | +21.0% | -14.2% | +35.2% | +28.9% |
| YTD | -16.7% | -28.3% | +11.5% | -2.8% |
| 1Y | -45.9% | -21.8% | -24.2% | -39.9% |
| 3Y | +177.8% | +71.6% | +106.2% | +118.3% |
| All | +177.8% | +70.5% | +107.3% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling