+94.1%
CRH vs RY
+136.8%
-42.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -6.1% | -2.2% | -3.8% | -4.2% |
| 30D | -9.3% | -3.6% | -5.7% | -6.5% |
| 3M | -15.2% | +3.9% | -19.1% | -18.4% |
| 6M | -14.2% | +26.4% | -40.6% | -30.6% |
| YTD | -28.3% | +22.3% | -50.6% | -40.3% |
| 1Y | -21.8% | +43.7% | -65.5% | -43.6% |
| 3Y | +71.6% | +154.0% | -82.3% | -26.9% |
| All | +94.1% | +136.8% | -42.7% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling