+75.8%
BA vs CRH
+253.3%
-177.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.1% |
| 7D | -0.8% | -6.1% | +5.2% | +3.5% |
| 30D | -9.0% | -9.3% | +0.3% | -2.8% |
| 3M | -5.0% | -15.2% | +10.1% | +5.9% |
| 6M | -1.7% | -14.2% | +12.5% | +8.1% |
| YTD | -3.1% | -28.3% | +25.2% | +19.6% |
| 1Y | -4.3% | -21.8% | +17.4% | +10.0% |
| 3Y | -0.3% | +71.6% | -71.9% | -41.8% |
| 5Y | +0.1% | +96.6% | -96.5% | -49.6% |
| All | +75.8% | +253.3% | -177.5% | -47.6% |
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