-13.6%
CRH vs RNG
+186.8%
-200.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.6% |
| 7D | +14.2% | -9.6% | +23.7% | +14.4% |
| 30D | +19.5% | -1.4% | +20.9% | +19.4% |
| 3M | +0.4% | +28.8% | -28.4% | -0.5% |
| 6M | -10.1% | +65.6% | -75.7% | -11.2% |
| YTD | -19.9% | +171.4% | -191.3% | -23.7% |
| All | -13.6% | +186.8% | -200.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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