+907.8%
BX vs CRH
+235.4%
+672.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -5.6% | -6.1% | +0.4% | -2.2% |
| 30D | -12.2% | -9.3% | -3.0% | -7.2% |
| 3M | +7.4% | -15.2% | +22.6% | +17.8% |
| 6M | +22.2% | -14.2% | +36.4% | +32.2% |
| YTD | -14.0% | -28.3% | +14.2% | +2.9% |
| 1Y | -27.3% | -21.8% | -5.5% | -17.8% |
| 3Y | +24.5% | +71.6% | -47.1% | -11.7% |
| 5Y | +18.9% | +96.6% | -77.7% | -21.9% |
| 10Y | +665.4% | +253.8% | +411.6% | +241.6% |
| All | +907.8% | +235.4% | +672.4% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling