+5,346.6%
CRH vs RIG
-42.0%
+5,388.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -6.1% | -3.1% | -3.0% | -5.6% |
| 30D | -9.3% | -0.5% | -8.7% | -9.3% |
| 3M | -15.2% | -6.0% | -9.2% | -14.8% |
| 6M | -14.2% | -10.1% | -4.1% | -13.9% |
| YTD | -28.3% | +37.3% | -65.5% | -32.8% |
| 1Y | -21.8% | +73.9% | -95.7% | -29.9% |
| 3Y | +71.6% | -30.2% | +101.8% | +70.5% |
| 5Y | +96.6% | +62.5% | +34.1% | +59.9% |
| 10Y | +253.8% | -42.3% | +296.2% | +160.9% |
| All | +5,346.6% | -42.0% | +5,388.6% | +4,714.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling