+314.7%
SPY vs CRH
+253.3%
+61.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | -0.8% | -6.1% | +5.3% | +1.6% |
| 30D | -1.1% | -9.3% | +8.2% | +2.5% |
| 3M | +3.9% | -15.2% | +19.1% | +10.0% |
| 6M | +13.6% | -14.2% | +27.8% | +19.1% |
| YTD | +12.7% | -28.3% | +40.9% | +26.1% |
| 1Y | +17.5% | -21.8% | +39.3% | +26.6% |
| 3Y | +76.9% | +71.6% | +5.3% | +34.7% |
| 5Y | +83.6% | +96.6% | -13.0% | +28.6% |
| All | +314.7% | +253.3% | +61.4% | +117.9% |
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