+22.2%
BX vs CRH
-15.9%
+38.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -5.6% | -6.1% | +0.4% | -2.5% |
| 30D | -12.2% | -9.3% | -3.0% | -7.7% |
| 3M | +7.4% | -15.2% | +22.6% | +16.1% |
| 6M | +22.2% | -14.2% | +36.4% | +30.4% |
| All | +22.2% | -15.9% | +38.0% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling