+6,046.1%
CRH vs ROST
+70,337.3%
-64,291.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.6% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -9.3% | -6.9% | -2.4% | -8.1% |
| 3M | -15.2% | -3.3% | -11.9% | -14.8% |
| 6M | -14.2% | +9.0% | -23.3% | -15.6% |
| YTD | -28.3% | +28.9% | -57.1% | -31.6% |
| 1Y | -21.8% | +54.0% | -75.8% | -27.7% |
| 3Y | +71.6% | +100.7% | -29.1% | +51.1% |
| 5Y | +96.6% | +116.0% | -19.4% | +69.3% |
| 10Y | +253.8% | +318.4% | -64.6% | +176.8% |
| All | +6,046.1% | +70,337.3% | -64,291.3% | +3,796.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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