+5,984.3%
CRH vs BBWI
+914.8%
+5,069.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -4.8% | -8.0% | +3.3% | -3.0% |
| 30D | -13.1% | -6.6% | -6.5% | -12.1% |
| 3M | -12.0% | -2.7% | -9.3% | -12.0% |
| 6M | -16.9% | -12.8% | -4.1% | -15.5% |
| YTD | -29.0% | -10.5% | -18.5% | -28.6% |
| 1Y | -20.3% | -35.3% | +15.0% | -15.1% |
| 3Y | +69.2% | -47.7% | +117.0% | +82.1% |
| 5Y | +94.6% | -68.9% | +163.5% | +125.7% |
| 10Y | +250.3% | -58.0% | +308.3% | +227.4% |
| All | +5,984.3% | +914.8% | +5,069.5% | +3,434.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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