+245.6%
CRH vs RUN
+42.2%
+203.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -6.1% | -3.7% | -2.3% | -5.7% |
| 30D | -9.3% | -13.0% | +3.7% | -7.8% |
| 3M | -15.2% | -31.8% | +16.6% | -11.6% |
| 6M | -14.2% | -32.2% | +18.0% | -10.9% |
| YTD | -28.3% | -53.5% | +25.2% | -23.3% |
| 1Y | -21.8% | -46.5% | +24.8% | -18.4% |
| 3Y | +71.6% | -37.6% | +109.2% | +52.8% |
| 5Y | +96.6% | -80.9% | +177.5% | +92.7% |
| All | +245.6% | +42.2% | +203.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling