+71.6%
CRH vs RBA
+29.8%
+41.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.4% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -9.3% | -2.9% | -6.3% | -8.4% |
| 3M | -15.2% | -20.9% | +5.7% | -8.0% |
| 6M | -14.2% | -17.7% | +3.5% | -8.5% |
| YTD | -28.3% | -18.2% | -10.1% | -23.6% |
| 1Y | -21.8% | -29.1% | +7.3% | -11.9% |
| 3Y | +71.6% | +29.5% | +42.1% | +57.8% |
| All | +71.6% | +29.8% | +41.8% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling