+6,046.1%
CRH vs ROK
+15,648.0%
-9,601.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -6.1% | -1.2% | -4.8% | -5.6% |
| 30D | -9.3% | -4.8% | -4.5% | -7.5% |
| 3M | -15.2% | -6.1% | -9.1% | -13.5% |
| 6M | -14.2% | +15.5% | -29.7% | -19.0% |
| YTD | -28.3% | +11.2% | -39.4% | -31.4% |
| 1Y | -21.8% | +23.8% | -45.6% | -28.2% |
| 3Y | +71.6% | +53.1% | +18.5% | +42.5% |
| 5Y | +96.6% | +48.3% | +48.3% | +62.9% |
| 10Y | +253.8% | +357.4% | -103.5% | +97.6% |
| All | +6,046.1% | +15,648.0% | -9,601.9% | +1,986.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling