+153.4%
CRH vs ROIV
+298.2%
-144.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -3.6% | +22.3% | -25.9% | -5.7% |
| 30D | -10.8% | +16.9% | -27.7% | -12.4% |
| 3M | -13.5% | +43.9% | -57.4% | -16.9% |
| 6M | -15.4% | +41.6% | -57.0% | -18.8% |
| YTD | -27.6% | +92.7% | -120.3% | -32.7% |
| 1Y | -18.4% | +210.2% | -228.6% | -27.7% |
| 3Y | +72.5% | +231.8% | -159.3% | +49.8% |
| 5Y | +99.2% | +319.8% | -220.6% | +63.3% |
| All | +153.4% | +298.2% | -144.8% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling