-16.5%
CRH vs RDW
+11.1%
-27.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +16.5% | -17.1% | -1.5% |
| 7D | +4.4% | -14.1% | +18.5% | +5.0% |
| 30D | +16.4% | -29.6% | +46.0% | +18.2% |
| 3M | -2.5% | -39.1% | +36.5% | -0.3% |
| 6M | -16.9% | -25.2% | +8.3% | -17.5% |
| YTD | -23.2% | -5.1% | -18.0% | -26.2% |
| 1Y | -16.5% | +20.6% | -37.0% | -21.6% |
| All | -16.5% | +11.1% | -27.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling