+69.9%
CRH vs ROIV
+223.6%
-153.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -4.8% | +19.0% | -23.7% | -8.1% |
| 30D | -13.1% | +16.1% | -29.3% | -15.9% |
| 3M | -12.0% | +44.1% | -56.1% | -19.0% |
| 6M | -16.9% | +37.8% | -54.7% | -23.1% |
| YTD | -29.0% | +88.7% | -117.6% | -39.0% |
| 1Y | -20.3% | +197.3% | -217.6% | -39.2% |
| All | +69.9% | +223.6% | -153.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling