+245.6%
CRH vs RACE
+844.0%
-598.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.4% |
| 7D | -6.1% | +0.9% | -7.0% | -6.5% |
| 30D | -9.3% | +1.6% | -10.9% | -10.1% |
| 3M | -15.2% | +13.2% | -28.4% | -20.3% |
| 6M | -14.2% | +22.9% | -37.1% | -22.7% |
| YTD | -28.3% | +13.3% | -41.5% | -33.2% |
| 1Y | -21.8% | -12.7% | -9.1% | -18.6% |
| 3Y | +71.6% | +40.3% | +31.3% | +34.8% |
| 5Y | +96.6% | +96.5% | +0.1% | +27.6% |
| All | +245.6% | +844.0% | -598.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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