+333.1%
RCL vs CRH
+253.3%
+79.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.4% |
| 7D | -1.9% | -6.1% | +4.2% | +3.1% |
| 30D | -15.5% | -9.3% | -6.3% | -8.8% |
| 3M | -9.7% | -15.2% | +5.5% | +2.4% |
| 6M | -8.7% | -14.2% | +5.5% | +2.6% |
| YTD | -5.8% | -28.3% | +22.5% | +21.8% |
| 1Y | -24.5% | -21.8% | -2.7% | -9.8% |
| 3Y | +173.9% | +71.6% | +102.3% | +59.3% |
| 5Y | +228.0% | +96.6% | +131.4% | +65.1% |
| All | +333.1% | +253.3% | +79.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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