+153.1%
SO vs CRH
+253.3%
-100.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.1% | -6.1% | +5.0% | 0.0% |
| 30D | -5.0% | -9.3% | +4.3% | -3.5% |
| 3M | -5.8% | -15.2% | +9.4% | -3.2% |
| 6M | -7.9% | -14.2% | +6.3% | -6.0% |
| YTD | +2.4% | -28.3% | +30.7% | +7.7% |
| 1Y | -2.3% | -21.8% | +19.5% | +1.0% |
| 3Y | +41.9% | +71.6% | -29.7% | +20.1% |
| 5Y | +58.1% | +96.6% | -38.6% | +26.7% |
| All | +153.1% | +253.3% | -100.2% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling