-85.6%
SMR vs CRH
-13.9%
-71.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.6% | -10.1% | -8.1% |
| 7D | -9.5% | +14.2% | -23.7% | -18.3% |
| 30D | -33.2% | +19.5% | -52.7% | -41.7% |
| 3M | -45.9% | +0.4% | -46.3% | -46.5% |
| 6M | -57.9% | -10.1% | -47.7% | -54.4% |
| YTD | -63.8% | -19.9% | -43.9% | -56.5% |
| 1Y | -85.6% | -14.8% | -70.8% | -84.1% |
| All | -85.6% | -13.9% | -71.7% | -84.1% |
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 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