+245.6%
CRH vs BDX
+59.3%
+186.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -6.1% | -3.2% | -2.9% | -4.9% |
| 30D | -9.3% | -2.5% | -6.7% | -8.4% |
| 3M | -15.2% | +21.4% | -36.6% | -21.2% |
| 6M | -14.2% | +10.4% | -24.6% | -17.5% |
| YTD | -28.3% | +18.8% | -47.1% | -33.1% |
| 1Y | -21.8% | +21.7% | -43.5% | -27.8% |
| 3Y | +71.6% | -10.0% | +81.6% | +73.4% |
| 5Y | +96.6% | -1.8% | +98.4% | +90.3% |
| All | +245.6% | +59.3% | +186.3% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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