+14.7%
RTX vs CRH
-13.9%
+28.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.3% | -3.5% |
| 7D | +1.3% | +14.2% | -12.8% | -0.9% |
| 30D | +7.6% | +19.5% | -11.9% | +4.6% |
| 3M | -8.6% | +0.4% | -9.0% | -8.9% |
| 6M | +15.6% | -10.1% | +25.8% | +16.8% |
| YTD | +9.4% | -19.9% | +29.3% | +10.8% |
| 1Y | +14.7% | -14.8% | +29.5% | +15.4% |
| All | +14.7% | -13.9% | +28.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling