+3,163.0%
CRH vs RY
+11,364.1%
-8,201.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.8% |
| 7D | -3.6% | -0.5% | -3.1% | -3.3% |
| 30D | -10.8% | -1.9% | -8.9% | -9.9% |
| 3M | -13.5% | +5.1% | -18.6% | -16.2% |
| 6M | -15.4% | +28.2% | -43.6% | -27.2% |
| YTD | -27.6% | +22.9% | -50.5% | -36.1% |
| 1Y | -18.4% | +45.5% | -63.9% | -35.0% |
| 3Y | +72.5% | +156.7% | -84.2% | -2.5% |
| 5Y | +99.2% | +137.7% | -38.5% | +18.9% |
| 10Y | +257.0% | +375.5% | -118.5% | +47.1% |
| All | +3,163.0% | +11,364.1% | -8,201.1% | +783.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling