+5.2%
SSPC vs CRH
-9.8%
+15.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.6% | +2.2% | +8.8% |
| 7D | +11.8% | +14.2% | -2.3% | +16.5% |
| 30D | +44.8% | +19.5% | +25.3% | +53.6% |
| 3M | -40.7% | +0.4% | -41.0% | -39.5% |
| All | +5.2% | -9.8% | +15.1% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling