+6,046.1%
CRH vs RRX
+3,890.5%
+2,155.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -15.2% | -23.1% | +7.9% | -9.3% |
| 6M | -14.2% | -19.5% | +5.3% | -10.2% |
| YTD | -28.3% | +16.1% | -44.3% | -33.6% |
| 1Y | -21.8% | +12.9% | -34.7% | -27.5% |
| 3Y | +71.6% | +7.9% | +63.7% | +55.5% |
| 5Y | +96.6% | +19.1% | +77.5% | +70.7% |
| 10Y | +253.8% | +225.8% | +28.0% | +127.4% |
| All | +6,046.1% | +3,890.5% | +2,155.6% | +3,759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling