+94.6%
CRH vs RACE
+90.9%
+3.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | -4.8% | -2.2% | -2.5% | -3.8% |
| 30D | -13.1% | -0.4% | -12.7% | -13.0% |
| 3M | -12.0% | +17.9% | -29.9% | -18.7% |
| 6M | -16.9% | +19.3% | -36.2% | -23.9% |
| YTD | -29.0% | +11.9% | -40.8% | -33.4% |
| 1Y | -20.3% | -12.7% | -7.6% | -17.0% |
| 3Y | +69.2% | +41.1% | +28.1% | +25.8% |
| 5Y | +94.6% | +94.1% | +0.6% | +9.5% |
| All | +94.6% | +90.9% | +3.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling