+245.6%
CRH vs RY
+377.3%
-131.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | -6.1% | -2.2% | -3.8% | -4.1% |
| 30D | -9.3% | -3.6% | -5.7% | -6.4% |
| 3M | -15.2% | +3.9% | -19.1% | -18.4% |
| 6M | -14.2% | +26.4% | -40.6% | -30.7% |
| YTD | -28.3% | +22.3% | -50.6% | -40.4% |
| 1Y | -21.8% | +43.7% | -65.5% | -43.8% |
| 3Y | +71.6% | +154.0% | -82.3% | -27.3% |
| 5Y | +96.6% | +137.6% | -41.0% | -11.3% |
| All | +245.6% | +377.3% | -131.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling