-21.8%
CRH vs RVTY
+50.6%
-72.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | -6.1% | -4.5% | -1.5% | -4.6% |
| 30D | -9.3% | +5.5% | -14.7% | -10.9% |
| 3M | -15.2% | +22.5% | -37.7% | -21.2% |
| 6M | -14.2% | +38.9% | -53.1% | -24.4% |
| YTD | -28.3% | +28.7% | -57.0% | -35.6% |
| 1Y | -21.8% | +45.5% | -67.3% | -32.8% |
| All | -21.8% | +50.6% | -72.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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