-17.5%
SMR vs CRH
-16.7%
-0.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.4% |
| 7D | +4.7% | -4.8% | +9.5% | +7.1% |
| 30D | +3.2% | -13.1% | +16.3% | +12.5% |
| 3M | +9.9% | -12.0% | +21.9% | +15.6% |
| All | -17.5% | -16.7% | -0.8% | -12.0% |
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