+5,984.3%
CRH vs ROL
+8,699.3%
-2,715.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -4.8% | -3.2% | -1.5% | -3.8% |
| 30D | -13.1% | -6.6% | -6.5% | -11.4% |
| 3M | -12.0% | -27.3% | +15.3% | -3.9% |
| 6M | -16.9% | -38.1% | +21.2% | -5.1% |
| YTD | -29.0% | -41.8% | +12.8% | -17.7% |
| 1Y | -20.3% | -37.8% | +17.5% | -9.6% |
| 3Y | +69.2% | -0.3% | +69.6% | +66.3% |
| 5Y | +94.6% | -5.1% | +99.7% | +91.0% |
| 10Y | +250.3% | +208.4% | +41.9% | +143.6% |
| All | +5,984.3% | +8,699.3% | -2,715.0% | +2,949.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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