+602.9%
CRH vs BAH
+928.2%
-325.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.1% | +4.3% | -10.3% | -7.2% |
| 30D | -9.3% | -2.5% | -6.8% | -8.8% |
| 3M | -15.2% | -0.9% | -14.3% | -15.5% |
| 6M | -14.2% | +1.5% | -15.7% | -15.7% |
| YTD | -28.3% | -8.0% | -20.3% | -28.1% |
| 1Y | -21.8% | -24.7% | +3.0% | -17.3% |
| 3Y | +71.6% | -28.4% | +100.0% | +77.1% |
| 5Y | +96.6% | +2.8% | +93.8% | +76.1% |
| 10Y | +253.8% | +206.4% | +47.5% | +112.8% |
| All | +602.9% | +928.2% | -325.3% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling