+245.6%
CRH vs BAX
-38.1%
+283.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -6.1% | -7.9% | +1.8% | -3.7% |
| 30D | -9.3% | -11.7% | +2.4% | -5.8% |
| 3M | -15.2% | +16.2% | -31.4% | -19.3% |
| 6M | -14.2% | +32.0% | -46.2% | -21.7% |
| YTD | -28.3% | +24.7% | -53.0% | -33.9% |
| 1Y | -21.8% | -2.6% | -19.1% | -22.9% |
| 3Y | +71.6% | -35.0% | +106.6% | +85.1% |
| 5Y | +96.6% | -67.6% | +164.2% | +168.9% |
| All | +245.6% | -38.1% | +283.8% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling