+245.6%
CRH vs RIG
-41.2%
+286.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -6.1% | -3.1% | -3.0% | -5.7% |
| 30D | -9.3% | -0.5% | -8.7% | -9.3% |
| 3M | -15.2% | -6.0% | -9.2% | -14.9% |
| 6M | -14.2% | -10.1% | -4.1% | -13.9% |
| YTD | -28.3% | +37.3% | -65.5% | -32.1% |
| 1Y | -21.8% | +73.9% | -95.7% | -28.6% |
| 3Y | +71.6% | -30.2% | +101.8% | +70.5% |
| 5Y | +96.6% | +62.5% | +34.1% | +66.7% |
| All | +245.6% | -41.2% | +286.8% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling