+120.2%
BKR vs CRH
+253.3%
-133.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -7.0% | -6.1% | -0.9% | -4.1% |
| 30D | -8.1% | -9.3% | +1.2% | -3.8% |
| 3M | -6.6% | -15.2% | +8.6% | +0.3% |
| 6M | +0.9% | -14.2% | +15.1% | +6.6% |
| YTD | +31.1% | -28.3% | +59.3% | +51.0% |
| 1Y | +27.7% | -21.8% | +49.5% | +39.1% |
| 3Y | +71.2% | +71.6% | -0.4% | +14.8% |
| 5Y | +177.6% | +96.6% | +81.0% | +64.5% |
| All | +120.2% | +253.3% | -133.1% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling