-14.4%
SMR vs CRH
+126.3%
-140.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -16.2% |
| 7D | -11.2% | -6.1% | -5.2% | -8.4% |
| 30D | -10.2% | -9.3% | -0.9% | -5.5% |
| 3M | -10.0% | -15.2% | +5.2% | -2.1% |
| 6M | -30.5% | -14.2% | -16.2% | -24.6% |
| YTD | -39.2% | -28.3% | -11.0% | -26.8% |
| 1Y | -75.5% | -21.8% | -53.7% | -71.8% |
| 3Y | +45.4% | +71.6% | -26.2% | +27.3% |
| All | -14.4% | +126.3% | -140.8% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling