+249.9%
CRH vs BIL
+30.4%
+219.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | +0.1% | -3.6% | -3.3% |
| 30D | -10.8% | +0.3% | -11.1% | -9.5% |
| 3M | -13.5% | +0.9% | -14.4% | -9.4% |
| 6M | -15.4% | +1.8% | -17.2% | -7.2% |
| YTD | -27.6% | +2.5% | -30.1% | -17.9% |
| 1Y | -18.4% | +3.7% | -22.1% | -1.6% |
| 3Y | +72.5% | +14.1% | +58.4% | +242.9% |
| 5Y | +99.2% | +19.4% | +79.7% | +411.5% |
| 10Y | +257.0% | +25.2% | +231.8% | +1,106.4% |
| All | +249.9% | +30.4% | +219.5% | +927.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling