+1,769.1%
BA vs CRH
+6,101.6%
-4,332.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.6% |
| 7D | -1.2% | -3.6% | +2.4% | -0.1% |
| 30D | -11.3% | -10.8% | -0.5% | -8.3% |
| 3M | -3.8% | -13.5% | +9.7% | +0.4% |
| 6M | -8.3% | -15.4% | +7.2% | -3.6% |
| YTD | -4.9% | -27.6% | +22.7% | +4.2% |
| 1Y | -10.1% | -18.4% | +8.3% | -5.1% |
| 3Y | -2.3% | +72.5% | -74.8% | -18.3% |
| 5Y | -3.5% | +99.2% | -102.7% | -22.8% |
| 10Y | +74.6% | +257.0% | -182.5% | +23.0% |
| All | +1,769.1% | +6,101.6% | -4,332.5% | +877.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling