+360.5%
BE vs CRH
-14.7%
+375.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +4.9% | +5.8% |
| 7D | +20.0% | -1.7% | +21.6% | +21.2% |
| 30D | +7.9% | -5.4% | +13.3% | +11.3% |
| 3M | -13.2% | -11.2% | -2.0% | -6.5% |
| 6M | +53.5% | -15.8% | +69.3% | +73.3% |
| YTD | +191.0% | -23.6% | +214.6% | +254.3% |
| 1Y | +360.5% | -14.6% | +375.1% | +357.6% |
| All | +360.5% | -14.7% | +375.2% | +357.6% |
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