+1,471.3%
CRH vs RBA
+3,468.6%
-1,997.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.6% | -1.9% | -1.7% | -2.9% |
| 30D | -10.8% | -13.0% | +2.1% | -6.8% |
| 3M | -13.5% | -23.1% | +9.6% | -6.2% |
| 6M | -15.4% | -22.6% | +7.2% | -8.5% |
| YTD | -27.6% | -20.4% | -7.2% | -22.7% |
| 1Y | -18.4% | -29.6% | +11.2% | -9.4% |
| 3Y | +72.5% | +26.6% | +46.0% | +56.3% |
| 5Y | +99.2% | +38.2% | +61.0% | +70.7% |
| 10Y | +257.0% | +194.7% | +62.3% | +132.1% |
| All | +1,471.3% | +3,468.6% | -1,997.3% | +545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling