+151.2%
CRH vs ROIV
+288.8%
-137.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -6.1% | +16.9% | -22.9% | -7.7% |
| 30D | -9.3% | +12.9% | -22.2% | -10.6% |
| 3M | -15.2% | +37.3% | -52.5% | -18.2% |
| 6M | -14.2% | +38.0% | -52.2% | -17.4% |
| YTD | -28.3% | +88.1% | -116.4% | -33.2% |
| 1Y | -21.8% | +183.3% | -205.1% | -30.1% |
| 3Y | +71.6% | +254.6% | -183.0% | +48.6% |
| 5Y | +96.6% | +309.8% | -213.2% | +61.5% |
| All | +151.2% | +288.8% | -137.6% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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