+655.9%
STM vs CRH
+253.3%
+402.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | -1.4% | -6.1% | +4.7% | +3.1% |
| 30D | -4.9% | -9.3% | +4.3% | +1.8% |
| 3M | -34.0% | -15.2% | -18.8% | -26.3% |
| 6M | +51.8% | -14.2% | +66.0% | +67.2% |
| YTD | +99.4% | -28.3% | +127.6% | +149.4% |
| 1Y | +99.1% | -21.8% | +120.8% | +131.8% |
| 3Y | +19.5% | +71.6% | -52.1% | -26.9% |
| 5Y | +19.5% | +96.6% | -77.1% | -35.6% |
| All | +655.9% | +253.3% | +402.6% | +152.5% |
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