-13.3%
BKNG vs CRH
-17.3%
+4.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.2% |
| 7D | +12.2% | +5.3% | +6.8% | +9.6% |
| 30D | +7.0% | +14.2% | -7.1% | +1.0% |
| 3M | -18.3% | -4.2% | -14.1% | -17.1% |
| 6M | +1.1% | -14.5% | +15.7% | +6.4% |
| YTD | -20.7% | -22.7% | +2.0% | -15.0% |
| 1Y | -13.3% | -16.6% | +3.2% | -8.1% |
| All | -13.3% | -17.3% | +4.0% | -8.1% |
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