+131.2%
CRH vs RDW
-0.7%
+131.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | -6.1% | +0.9% | -6.9% | -6.2% |
| 30D | -9.3% | -21.3% | +12.0% | -7.5% |
| 3M | -15.2% | -37.9% | +22.7% | -12.4% |
| 6M | -14.2% | +12.3% | -26.5% | -17.8% |
| YTD | -28.3% | +39.7% | -68.0% | -33.7% |
| 1Y | -21.8% | +25.7% | -47.5% | -28.0% |
| 3Y | +71.6% | +230.8% | -159.2% | +28.9% |
| 5Y | +96.6% | -8.8% | +105.4% | +50.9% |
| All | +131.2% | -0.7% | +131.9% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling