-21.8%
CRH vs RIG
+77.2%
-99.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | -6.1% | -3.1% | -3.0% | -6.1% |
| 30D | -9.3% | -0.5% | -8.7% | -9.3% |
| 3M | -15.2% | -6.0% | -9.2% | -15.1% |
| 6M | -14.2% | -10.1% | -4.1% | -14.4% |
| YTD | -28.3% | +37.3% | -65.5% | -30.0% |
| 1Y | -21.8% | +73.9% | -95.7% | -23.9% |
| All | -21.8% | +77.2% | -99.0% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling