+16,706.2%
STX vs CRH
+1,257.0%
+15,449.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.5% |
| 7D | +9.6% | -3.6% | +13.2% | +11.1% |
| 30D | +10.6% | -10.8% | +21.4% | +15.4% |
| 3M | +4.8% | -13.5% | +18.3% | +9.7% |
| 6M | +137.3% | -15.4% | +152.7% | +149.9% |
| YTD | +222.5% | -27.6% | +250.1% | +261.0% |
| 1Y | +366.2% | -18.4% | +384.6% | +397.2% |
| 3Y | +1,352.9% | +72.5% | +1,280.4% | +1,036.5% |
| 5Y | +1,077.4% | +99.2% | +978.3% | +760.9% |
| 10Y | +3,621.5% | +257.0% | +3,364.5% | +2,004.5% |
| All | +16,706.2% | +1,257.0% | +15,449.1% | +6,486.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling