-27.3%
BX vs CRH
-20.2%
-7.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -5.6% | -6.1% | +0.4% | -2.8% |
| 30D | -12.2% | -9.3% | -3.0% | -8.2% |
| 3M | +7.4% | -15.2% | +22.6% | +15.3% |
| 6M | +22.2% | -14.2% | +36.4% | +29.8% |
| YTD | -14.0% | -28.3% | +14.2% | -2.4% |
| 1Y | -27.3% | -21.8% | -5.5% | -19.2% |
| All | -27.3% | -20.2% | -7.1% | -19.2% |
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