+331.9%
CRH vs RACE
+633.7%
-301.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -3.6% | -2.6% | -0.9% | -2.4% |
| 30D | -10.8% | -1.1% | -9.7% | -10.5% |
| 3M | -13.5% | +12.5% | -26.0% | -18.3% |
| 6M | -15.4% | +17.4% | -32.9% | -22.0% |
| YTD | -27.6% | +10.1% | -37.7% | -31.6% |
| 1Y | -18.4% | -15.1% | -3.2% | -14.1% |
| 3Y | +72.5% | +38.9% | +33.6% | +37.6% |
| 5Y | +99.2% | +90.7% | +8.5% | +34.1% |
| 10Y | +257.0% | +801.8% | -544.8% | +24.3% |
| All | +331.9% | +633.7% | -301.8% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling