-16.2%
CRH vs RAM
-78.4%
+62.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.4% |
| 7D | -1.3% | +15.2% | -16.5% | -1.2% |
| 30D | +18.1% | -36.5% | +54.6% | +17.6% |
| 3M | -3.9% | -54.6% | +50.7% | -4.2% |
| All | -16.2% | -78.4% | +62.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling