+6,046.1%
CRH vs RVTY
+2,302.5%
+3,743.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.3% |
| 7D | -6.1% | -4.5% | -1.5% | -5.0% |
| 30D | -9.3% | +5.5% | -14.7% | -10.5% |
| 3M | -15.2% | +22.5% | -37.7% | -19.4% |
| 6M | -14.2% | +38.9% | -53.1% | -21.1% |
| YTD | -28.3% | +28.7% | -57.0% | -32.9% |
| 1Y | -21.8% | +45.5% | -67.3% | -29.2% |
| 3Y | +71.6% | +16.4% | +55.2% | +61.0% |
| 5Y | +96.6% | -32.7% | +129.4% | +107.0% |
| 10Y | +253.8% | +142.5% | +111.3% | +181.3% |
| All | +6,046.1% | +2,302.5% | +3,743.6% | +3,801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling