+123.8%
STX vs CRH
-13.9%
+137.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.8% | -8.9% |
| 7D | -20.2% | +14.2% | -34.4% | -22.5% |
| 30D | -37.2% | +19.5% | -56.7% | -39.7% |
| 3M | -34.1% | +0.4% | -34.4% | -33.5% |
| 6M | -24.5% | -10.1% | -14.3% | -20.3% |
| YTD | +102.9% | -19.9% | +122.9% | +124.5% |
| 1Y | +123.8% | -14.8% | +138.6% | +135.4% |
| All | +123.8% | -13.9% | +137.7% | +135.4% |
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 · 6 months rolling