+94.1%
CRH vs RUN
-81.0%
+175.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.1% |
| 3M | -15.2% | -31.8% | +16.6% | -12.3% |
| 6M | -14.2% | -32.2% | +18.0% | -11.5% |
| YTD | -28.3% | -53.5% | +25.2% | -24.2% |
| 1Y | -21.8% | -46.5% | +24.8% | -18.9% |
| 3Y | +71.6% | -37.6% | +109.2% | +57.7% |
| All | +94.1% | -81.0% | +175.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling