+94.1%
CRH vs RL
+232.4%
-138.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.1% | -3.4% | -2.6% | -4.7% |
| 30D | -9.3% | -14.4% | +5.2% | -3.3% |
| 3M | -15.2% | -13.6% | -1.6% | -10.2% |
| 6M | -14.2% | +0.6% | -14.8% | -15.2% |
| YTD | -28.3% | -3.6% | -24.6% | -28.0% |
| 1Y | -21.8% | +8.3% | -30.1% | -25.6% |
| 3Y | +71.6% | +204.8% | -133.2% | +0.9% |
| All | +94.1% | +232.4% | -138.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling