+2,013.0%
CRH vs RL
+1,301.1%
+711.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -0.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -10.8% | -17.5% | +6.7% | -5.5% |
| 3M | -13.5% | -14.0% | +0.5% | -9.6% |
| 6M | -15.4% | -2.0% | -13.5% | -15.4% |
| YTD | -27.6% | -4.6% | -23.0% | -27.1% |
| 1Y | -18.4% | +9.5% | -27.9% | -21.3% |
| 3Y | +72.5% | +200.5% | -128.0% | +20.8% |
| 5Y | +99.2% | +226.3% | -127.1% | +33.7% |
| 10Y | +257.0% | +304.8% | -47.7% | +111.0% |
| All | +2,013.0% | +1,301.1% | +711.9% | +795.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling