-20.5%
CRH vs RNG
+136.9%
-157.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.3% |
| 7D | -5.6% | -1.5% | -4.1% | -5.6% |
| 30D | -8.4% | +12.1% | -20.6% | -8.7% |
| 3M | -16.1% | +87.5% | -103.6% | -17.1% |
| 6M | -10.2% | +92.1% | -102.3% | -11.6% |
| YTD | -27.9% | +151.8% | -179.7% | -31.0% |
| All | -20.5% | +136.9% | -157.5% | -24.8% |
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