+94.1%
CRH vs RVTY
-33.1%
+127.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | -6.1% | -4.5% | -1.5% | -4.4% |
| 30D | -9.3% | +5.5% | -14.7% | -11.1% |
| 3M | -15.2% | +22.5% | -37.7% | -21.7% |
| 6M | -14.2% | +38.9% | -53.1% | -24.9% |
| YTD | -28.3% | +28.7% | -57.0% | -35.7% |
| 1Y | -21.8% | +45.5% | -67.3% | -33.4% |
| 3Y | +71.6% | +16.4% | +55.2% | +54.2% |
| All | +94.1% | -33.1% | +127.2% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling