-14.8%
CRH vs BAH
+6.2%
-21.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +5.5% |
| 7D | +14.2% | +5.8% | +8.4% | +13.5% |
| 30D | +19.5% | +28.7% | -9.2% | +16.4% |
| 3M | +0.4% | +20.9% | -20.5% | -1.7% |
| 6M | -10.1% | +15.2% | -25.3% | -11.9% |
| YTD | -19.9% | +7.1% | -27.0% | -22.5% |
| 1Y | -14.8% | +6.4% | -21.2% | -16.9% |
| All | -14.8% | +6.2% | -21.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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