+964.8%
CRH vs BG
+1,169.9%
-205.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.6% |
| 7D | -6.1% | +3.1% | -9.2% | -7.1% |
| 30D | -9.3% | +10.2% | -19.5% | -12.4% |
| 3M | -15.2% | -1.7% | -13.5% | -15.4% |
| 6M | -14.2% | +1.0% | -15.2% | -15.6% |
| YTD | -28.3% | +39.9% | -68.2% | -36.9% |
| 1Y | -21.8% | +53.2% | -75.0% | -33.9% |
| 3Y | +71.6% | +16.3% | +55.4% | +55.5% |
| 5Y | +96.6% | +83.9% | +12.7% | +47.4% |
| 10Y | +253.8% | +165.1% | +88.7% | +120.5% |
| All | +964.8% | +1,169.9% | -205.0% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling