-14.6%
CRH vs BLK
+3.3%
-17.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.6% |
| 7D | -1.7% | -3.6% | +2.0% | +0.3% |
| 30D | -5.4% | -1.0% | -4.4% | -4.9% |
| 3M | -11.2% | +10.4% | -21.6% | -16.0% |
| 6M | -15.8% | +8.2% | -24.0% | -20.2% |
| YTD | -23.6% | +6.0% | -29.7% | -26.9% |
| 1Y | -14.6% | +3.3% | -17.9% | -17.5% |
| All | -14.6% | +3.3% | -17.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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