-14.6%
CRH vs BG
+50.1%
-64.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.3% |
| 7D | -1.7% | +2.8% | -4.5% | -1.5% |
| 30D | -5.4% | +12.0% | -17.4% | -4.9% |
| 3M | -11.2% | -7.7% | -3.5% | -11.4% |
| 6M | -15.8% | +4.5% | -20.3% | -16.0% |
| YTD | -23.6% | +35.7% | -59.3% | -22.8% |
| 1Y | -14.6% | +50.1% | -64.7% | -13.0% |
| All | -14.6% | +50.1% | -64.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling