+3,042.8%
SPY vs CRH
+6,978.2%
-3,935.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -2.0% | -4.8% | +2.8% | -0.9% |
| 30D | -1.7% | -13.1% | +11.5% | +1.6% |
| 3M | +4.7% | -12.0% | +16.7% | +7.6% |
| 6M | +12.5% | -16.9% | +29.4% | +16.9% |
| YTD | +11.7% | -29.0% | +40.7% | +20.2% |
| 1Y | +17.5% | -20.3% | +37.8% | +22.8% |
| 3Y | +76.6% | +69.2% | +7.3% | +52.7% |
| 5Y | +82.0% | +94.6% | -12.6% | +50.8% |
| 10Y | +317.1% | +250.3% | +66.8% | +197.1% |
| All | +3,042.8% | +6,978.2% | -3,935.4% | +1,592.2% |
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