-14.6%
CRH vs RNG
+144.7%
-159.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.5% |
| 7D | -1.7% | +5.8% | -7.4% | -1.8% |
| 30D | -5.4% | +19.6% | -25.0% | -5.9% |
| 3M | -11.2% | +67.0% | -78.2% | -12.3% |
| 6M | -15.8% | +88.4% | -104.2% | -17.2% |
| YTD | -23.6% | +155.5% | -179.1% | -27.1% |
| 1Y | -14.6% | +141.7% | -156.3% | -19.5% |
| All | -14.6% | +144.7% | -159.3% | -19.5% |
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