-14.8%
CRH vs RL
+34.3%
-49.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.2% | +3.8% |
| 7D | +14.2% | +5.8% | +8.4% | +11.7% |
| 30D | +19.5% | +12.7% | +6.8% | +14.0% |
| 3M | +0.4% | +9.3% | -9.0% | -3.4% |
| 6M | -10.1% | +16.9% | -27.1% | -15.7% |
| YTD | -19.9% | +17.5% | -37.4% | -25.7% |
| 1Y | -14.8% | +34.6% | -49.5% | -26.2% |
| All | -14.8% | +34.3% | -49.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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