+245.6%
CRH vs TROW
+130.0%
+115.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -6.1% | -3.2% | -2.9% | -4.4% |
| 30D | -9.3% | -4.6% | -4.7% | -7.0% |
| 3M | -15.2% | -0.7% | -14.5% | -15.2% |
| 6M | -14.2% | +22.2% | -36.4% | -23.0% |
| YTD | -28.3% | +6.6% | -34.9% | -31.1% |
| 1Y | -21.8% | +5.8% | -27.6% | -24.9% |
| 3Y | +71.6% | +11.6% | +60.0% | +57.4% |
| 5Y | +96.6% | -38.9% | +135.5% | +139.8% |
| All | +245.6% | +130.0% | +115.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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