+245.6%
CRH vs RNG
+222.9%
+22.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -6.1% | -6.1% | 0.0% | -5.2% |
| 30D | -9.3% | +9.6% | -18.9% | -10.5% |
| 3M | -15.2% | +83.3% | -98.5% | -22.6% |
| 6M | -14.2% | +77.9% | -92.1% | -22.3% |
| YTD | -28.3% | +139.9% | -168.2% | -38.7% |
| 1Y | -21.8% | +121.7% | -143.4% | -32.6% |
| 3Y | +71.6% | +121.9% | -50.2% | +43.5% |
| 5Y | +96.6% | -68.4% | +165.0% | +102.3% |
| All | +245.6% | +222.9% | +22.7% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling