+392.9%
BAC vs CRH
+253.3%
+139.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | 0.0% | -6.1% | +6.1% | +3.3% |
| 30D | -2.8% | -9.3% | +6.5% | +2.2% |
| 3M | +14.2% | -15.2% | +29.4% | +23.8% |
| 6M | +30.5% | -14.2% | +44.7% | +39.2% |
| YTD | +15.8% | -28.3% | +44.1% | +35.7% |
| 1Y | +26.2% | -21.8% | +47.9% | +39.9% |
| 3Y | +136.5% | +71.6% | +64.9% | +57.6% |
| 5Y | +75.9% | +96.6% | -20.7% | +4.0% |
| All | +392.9% | +253.3% | +139.6% | +90.4% |
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 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