+1,948.6%
CRH vs RMBS
+1,364.8%
+583.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -6.1% | +1.8% | -7.8% | -6.2% |
| 30D | -9.3% | -13.9% | +4.6% | -8.0% |
| 3M | -15.2% | -39.8% | +24.6% | -11.5% |
| 6M | -14.2% | -6.0% | -8.2% | -15.1% |
| YTD | -28.3% | -5.4% | -22.9% | -29.4% |
| 1Y | -21.8% | -1.8% | -20.0% | -23.8% |
| 3Y | +71.6% | +53.7% | +18.0% | +56.7% |
| 5Y | +96.6% | +268.5% | -171.9% | +64.7% |
| 10Y | +253.8% | +563.9% | -310.0% | +179.7% |
| All | +1,948.6% | +1,364.8% | +583.9% | +1,423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling