-14.8%
CRH vs ROK
+25.3%
-40.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.9% |
| 7D | +14.2% | 0.0% | +14.2% | +14.1% |
| 30D | +19.5% | -2.5% | +22.0% | +20.9% |
| 3M | +0.4% | 0.0% | +0.4% | +0.1% |
| 6M | -10.1% | +11.6% | -21.7% | -17.2% |
| YTD | -19.9% | +15.2% | -35.1% | -28.3% |
| 1Y | -14.8% | +25.0% | -39.8% | -26.9% |
| All | -14.8% | +25.3% | -40.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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