-21.8%
CRH vs RJF
+5.1%
-26.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -6.1% | -2.7% | -3.3% | -5.2% |
| 30D | -9.3% | -4.3% | -5.0% | -8.0% |
| 3M | -15.2% | +15.7% | -30.9% | -19.1% |
| 6M | -14.2% | +17.8% | -32.0% | -18.9% |
| YTD | -28.3% | +9.2% | -37.4% | -31.5% |
| 1Y | -21.8% | +2.8% | -24.6% | -25.4% |
| All | -21.8% | +5.1% | -26.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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