+172.4%
CRH vs RVMD
+622.3%
-449.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -3.0% | -3.1% | -5.7% |
| 30D | -9.3% | -0.7% | -8.5% | -9.3% |
| 3M | -15.2% | +36.5% | -51.7% | -18.5% |
| 6M | -14.2% | +104.6% | -118.8% | -22.5% |
| YTD | -28.3% | +155.8% | -184.1% | -37.7% |
| 1Y | -21.8% | +340.7% | -362.5% | -37.1% |
| 3Y | +71.6% | +519.9% | -448.3% | +27.7% |
| 5Y | +96.6% | +584.9% | -488.3% | +35.8% |
| All | +172.4% | +622.3% | -449.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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