+245.6%
CRH vs RMBS
+566.4%
-320.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -6.1% | +1.8% | -7.8% | -6.5% |
| 30D | -9.3% | -13.9% | +4.6% | -6.0% |
| 3M | -15.2% | -39.8% | +24.6% | -5.2% |
| 6M | -14.2% | -6.0% | -8.2% | -18.3% |
| YTD | -28.3% | -5.4% | -22.9% | -33.0% |
| 1Y | -21.8% | -1.8% | -20.0% | -29.5% |
| 3Y | +71.6% | +53.7% | +18.0% | +21.7% |
| 5Y | +96.6% | +268.5% | -171.9% | -6.7% |
| All | +245.6% | +566.4% | -320.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling