+510.4%
CRH vs BIDU
+1,284.8%
-774.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -6.1% | -8.1% | +2.1% | -4.4% |
| 30D | -9.3% | -12.8% | +3.5% | -6.8% |
| 3M | -15.2% | -21.3% | +6.1% | -11.3% |
| 6M | -14.2% | -27.0% | +12.8% | -9.4% |
| YTD | -28.3% | -30.0% | +1.8% | -23.9% |
| 1Y | -21.8% | -18.3% | -3.5% | -20.7% |
| 3Y | +71.6% | -33.8% | +105.5% | +76.7% |
| 5Y | +96.6% | -44.3% | +140.9% | +97.0% |
| 10Y | +253.8% | -49.8% | +303.7% | +234.5% |
| All | +510.4% | +1,284.8% | -774.5% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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