+245.6%
CRH vs ROP
+135.6%
+110.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -4.6% | -1.5% | -3.5% |
| 30D | -9.3% | -1.7% | -7.6% | -8.6% |
| 3M | -15.2% | +17.1% | -32.3% | -23.2% |
| 6M | -14.2% | +10.9% | -25.1% | -20.6% |
| YTD | -28.3% | -12.1% | -16.2% | -24.2% |
| 1Y | -21.8% | -24.2% | +2.5% | -9.7% |
| 3Y | +71.6% | -20.4% | +92.0% | +90.3% |
| 5Y | +96.6% | -15.4% | +112.0% | +107.2% |
| All | +245.6% | +135.6% | +110.0% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling