+1,048.0%
STX vs CRH
+93.9%
+954.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.2% |
| 7D | -2.3% | -6.1% | +3.8% | +0.6% |
| 30D | -5.5% | -9.3% | +3.8% | -1.1% |
| 3M | -4.3% | -15.2% | +10.9% | +2.1% |
| 6M | +115.6% | -14.2% | +129.8% | +127.5% |
| YTD | +202.2% | -28.3% | +230.4% | +250.0% |
| 1Y | +325.3% | -21.8% | +347.1% | +369.0% |
| 3Y | +1,283.9% | +71.6% | +1,212.3% | +860.0% |
| All | +1,048.0% | +93.9% | +954.1% | +620.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling