+94.1%
CRH vs RRX
+17.8%
+76.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.3% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -9.3% | -6.1% | -3.1% | -7.3% |
| 3M | -15.2% | -23.1% | +7.9% | -8.6% |
| 6M | -14.2% | -19.5% | +5.3% | -10.1% |
| YTD | -28.3% | +16.1% | -44.3% | -35.3% |
| 1Y | -21.8% | +12.9% | -34.7% | -29.3% |
| 3Y | +71.6% | +7.9% | +63.7% | +51.2% |
| All | +94.1% | +17.8% | +76.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling