+1,376.6%
BAC vs CRH
+6,101.6%
-4,725.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | +0.6% | -3.6% | +4.2% | +1.9% |
| 30D | -1.4% | -10.8% | +9.5% | +2.7% |
| 3M | +15.7% | -13.5% | +29.2% | +21.5% |
| 6M | +32.2% | -15.4% | +47.6% | +39.3% |
| YTD | +15.8% | -27.6% | +43.4% | +28.9% |
| 1Y | +27.3% | -18.4% | +45.7% | +35.1% |
| 3Y | +137.5% | +72.5% | +64.9% | +86.7% |
| 5Y | +73.1% | +99.2% | -26.1% | +27.2% |
| 10Y | +397.7% | +257.0% | +140.7% | +195.3% |
| All | +1,376.6% | +6,101.6% | -4,725.0% | +574.0% |
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