+365.4%
STX vs CRH
-14.7%
+380.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.6% |
| 7D | +2.4% | -1.7% | +4.0% | +2.9% |
| 30D | +1.4% | -5.4% | +6.7% | +3.0% |
| 3M | -8.2% | -11.2% | +3.0% | -4.9% |
| 6M | +127.0% | -15.8% | +142.9% | +139.1% |
| YTD | +209.1% | -23.6% | +232.8% | +241.1% |
| 1Y | +365.4% | -14.6% | +380.0% | +374.2% |
| All | +365.4% | -14.7% | +380.1% | +374.2% |
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 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