+92.2%
CRH vs ROIV
+309.8%
-217.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -4.8% | +19.0% | -23.7% | -6.5% |
| 30D | -13.1% | +16.1% | -29.3% | -14.6% |
| 3M | -12.0% | +44.1% | -56.1% | -15.5% |
| 6M | -16.9% | +37.8% | -54.7% | -20.0% |
| YTD | -29.0% | +88.7% | -117.6% | -33.9% |
| 1Y | -20.3% | +197.3% | -217.6% | -29.1% |
| 3Y | +69.2% | +224.9% | -155.7% | +47.4% |
| All | +92.2% | +309.8% | -217.6% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling