+5,951.5%
SO vs CRH
+5,984.3%
-32.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.1% | -4.8% | +3.6% | -0.7% |
| 30D | -3.7% | -13.1% | +9.4% | -2.5% |
| 3M | -5.9% | -12.0% | +6.1% | -4.9% |
| 6M | -7.3% | -16.9% | +9.6% | -6.0% |
| YTD | +3.1% | -29.0% | +32.1% | +6.0% |
| 1Y | -1.0% | -20.3% | +19.3% | +0.6% |
| 3Y | +43.2% | +69.2% | -26.0% | +34.1% |
| 5Y | +59.1% | +94.6% | -35.5% | +45.7% |
| 10Y | +160.2% | +250.3% | -90.1% | +123.2% |
| All | +5,951.5% | +5,984.3% | -32.8% | +4,455.7% |
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