+55.3%
BE vs CRH
-13.9%
+69.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -12.0% | -8.5% |
| 7D | -12.1% | +14.2% | -26.3% | -17.8% |
| 30D | -30.1% | +19.5% | -49.6% | -36.0% |
| 3M | -12.1% | +0.4% | -12.5% | -12.9% |
| 6M | -30.6% | -10.1% | -20.4% | -26.5% |
| YTD | +130.6% | -19.9% | +150.6% | +158.6% |
| 1Y | +55.3% | -14.8% | +70.1% | +65.9% |
| All | +55.3% | -13.9% | +69.2% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling