+5,984.3%
CRH vs RGEN
+1,546.8%
+4,437.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -4.8% | -2.9% | -1.9% | -4.6% |
| 30D | -13.1% | -0.1% | -13.1% | -13.1% |
| 3M | -12.0% | +25.9% | -37.9% | -13.1% |
| 6M | -16.9% | +35.2% | -52.1% | -18.3% |
| YTD | -29.0% | +0.5% | -29.5% | -29.2% |
| 1Y | -20.3% | +37.0% | -57.3% | -21.8% |
| 3Y | +69.2% | +2.0% | +67.2% | +67.3% |
| 5Y | +94.6% | -44.2% | +138.8% | +95.7% |
| 10Y | +250.3% | +411.6% | -161.3% | +220.3% |
| All | +5,984.3% | +1,546.8% | +4,437.5% | +4,661.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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