+6,046.1%
CRH vs BAX
+821.8%
+5,224.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -6.1% | -7.9% | +1.8% | -4.1% |
| 30D | -9.3% | -11.7% | +2.4% | -6.4% |
| 3M | -15.2% | +16.2% | -31.4% | -18.6% |
| 6M | -14.2% | +32.0% | -46.2% | -20.5% |
| YTD | -28.3% | +24.7% | -53.0% | -32.9% |
| 1Y | -21.8% | -2.6% | -19.1% | -22.7% |
| 3Y | +71.6% | -35.0% | +106.6% | +82.9% |
| 5Y | +96.6% | -67.6% | +164.2% | +146.1% |
| 10Y | +253.8% | -38.4% | +292.3% | +276.4% |
| All | +6,046.1% | +821.8% | +5,224.3% | +5,146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling