+1,361.4%
CRH vs RSG
+2,015.5%
-654.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -9.3% | +4.0% | -13.2% | -10.5% |
| 3M | -15.2% | +7.4% | -22.6% | -17.3% |
| 6M | -14.2% | +0.1% | -14.3% | -14.7% |
| YTD | -28.3% | +6.0% | -34.3% | -30.1% |
| 1Y | -21.8% | -3.0% | -18.8% | -21.6% |
| 3Y | +71.6% | +56.5% | +15.1% | +45.2% |
| 5Y | +96.6% | +90.9% | +5.7% | +54.8% |
| 10Y | +253.8% | +428.7% | -174.9% | +106.0% |
| All | +1,361.4% | +2,015.5% | -654.1% | +634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling