+22.2%
SLB vs CRH
-12.6%
+34.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -1.9% | -3.6% | +1.7% | -1.1% |
| 30D | +7.8% | -10.8% | +18.6% | +10.3% |
| 3M | +2.7% | -13.5% | +16.2% | +5.5% |
| 6M | +22.2% | -15.4% | +37.6% | +25.1% |
| All | +22.2% | -12.6% | +34.7% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling