-14.8%
CRH vs RSG
+19.1%
-34.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.6% |
| 7D | +14.2% | +5.1% | +9.0% | +14.1% |
| 30D | +19.5% | +15.3% | +4.2% | +19.8% |
| 3M | +0.4% | +18.2% | -17.8% | +0.9% |
| 6M | -10.1% | +19.2% | -29.3% | -8.9% |
| YTD | -19.9% | +16.8% | -36.8% | -19.4% |
| 1Y | -14.8% | +19.2% | -34.0% | -15.0% |
| All | -14.8% | +19.1% | -34.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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