+219.1%
RCL vs CRH
+93.9%
+125.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -1.9% | -6.1% | +4.2% | +2.5% |
| 30D | -15.5% | -9.3% | -6.3% | -9.6% |
| 3M | -9.7% | -15.2% | +5.5% | +1.0% |
| 6M | -8.7% | -14.2% | +5.5% | +1.4% |
| YTD | -5.8% | -28.3% | +22.5% | +18.4% |
| 1Y | -24.5% | -21.8% | -2.7% | -11.4% |
| 3Y | +173.9% | +71.6% | +102.3% | +70.4% |
| All | +219.1% | +93.9% | +125.2% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling