-16.6%
CRH vs RRX
+19.1%
-35.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.5% | +4.2% | -1.8% |
| 7D | +5.3% | -2.0% | +7.4% | +5.4% |
| 30D | +14.2% | -3.6% | +17.8% | +14.6% |
| 3M | -4.2% | -12.3% | +8.2% | -1.7% |
| 6M | -14.5% | -27.5% | +13.0% | -9.5% |
| YTD | -22.7% | +14.9% | -37.6% | -26.4% |
| 1Y | -16.6% | +17.4% | -34.0% | -21.0% |
| All | -16.6% | +19.1% | -35.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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