+1,003.0%
BE vs CRH
+214.4%
+788.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +5.8% |
| 7D | +9.0% | -6.1% | +15.1% | +14.7% |
| 30D | +16.3% | -9.3% | +25.5% | +26.0% |
| 3M | +10.8% | -15.2% | +26.0% | +24.8% |
| 6M | +73.2% | -14.2% | +87.4% | +91.6% |
| YTD | +217.4% | -28.3% | +245.6% | +311.3% |
| 1Y | +309.8% | -21.8% | +331.6% | +393.2% |
| 3Y | +1,726.2% | +71.6% | +1,654.5% | +920.2% |
| 5Y | +1,306.2% | +96.6% | +1,209.6% | +574.2% |
| All | +1,003.0% | +214.4% | +788.6% | +180.0% |
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