-2.9%
BA vs CRH
+68.8%
-71.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -2.7% | -4.8% | +2.0% | -0.8% |
| 30D | -12.2% | -13.1% | +0.9% | -7.1% |
| 3M | -2.0% | -12.0% | +10.0% | +3.0% |
| 6M | -6.0% | -16.9% | +10.9% | +1.0% |
| YTD | -5.7% | -29.0% | +23.3% | +6.7% |
| 1Y | -10.0% | -20.3% | +10.3% | -3.0% |
| All | -2.9% | +68.8% | -71.7% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling