+71.6%
CRH vs RRX
+5.4%
+66.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.1% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -9.3% | -6.1% | -3.1% | -7.6% |
| 3M | -15.2% | -23.1% | +7.9% | -9.7% |
| 6M | -14.2% | -19.5% | +5.3% | -10.8% |
| YTD | -28.3% | +16.1% | -44.3% | -33.9% |
| 1Y | -21.8% | +12.9% | -34.7% | -27.9% |
| 3Y | +71.6% | +7.9% | +63.7% | +59.5% |
| All | +71.6% | +5.4% | +66.3% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling