+245.6%
CRH vs BIL
+25.3%
+220.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | -6.1% | +0.1% | -6.1% | -6.0% |
| 30D | -9.3% | +0.3% | -9.6% | -8.8% |
| 3M | -15.2% | +0.9% | -16.1% | -13.7% |
| 6M | -14.2% | +1.8% | -16.0% | -11.2% |
| YTD | -28.3% | +2.5% | -30.8% | -24.9% |
| 1Y | -21.8% | +3.7% | -25.5% | -16.4% |
| 3Y | +71.6% | +14.1% | +57.5% | +106.6% |
| 5Y | +96.6% | +19.5% | +77.1% | +168.8% |
| All | +245.6% | +25.3% | +220.3% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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