-10.6%
BA vs CRH
-13.9%
+3.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | -0.3% |
| 7D | +5.9% | +14.2% | -8.3% | -0.1% |
| 30D | -8.2% | +19.5% | -27.7% | -15.2% |
| 3M | -25.4% | +0.4% | -25.7% | -25.6% |
| 6M | -20.0% | -10.1% | -9.9% | -17.2% |
| YTD | -18.5% | -19.9% | +1.5% | -14.9% |
| 1Y | -10.6% | -14.8% | +4.2% | -8.1% |
| All | -10.6% | -13.9% | +3.2% | -8.1% |
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