+661.1%
BX vs CRH
+253.3%
+407.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | -5.6% | -6.1% | +0.4% | -1.9% |
| 30D | -12.2% | -9.3% | -3.0% | -6.8% |
| 3M | +7.4% | -15.2% | +22.6% | +18.6% |
| 6M | +22.2% | -14.2% | +36.4% | +32.8% |
| YTD | -14.0% | -28.3% | +14.2% | +4.3% |
| 1Y | -27.3% | -21.8% | -5.5% | -17.2% |
| 3Y | +24.5% | +71.6% | -47.1% | -15.5% |
| 5Y | +18.9% | +96.6% | -77.7% | -27.2% |
| All | +661.1% | +253.3% | +407.7% | +221.5% |
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