+994.7%
CRH vs BLK
+12,998.0%
-12,003.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -6.1% | -3.3% | -2.8% | -4.6% |
| 30D | -9.3% | -6.5% | -2.7% | -6.5% |
| 3M | -15.2% | +6.7% | -21.9% | -17.9% |
| 6M | -14.2% | +14.7% | -28.9% | -19.5% |
| YTD | -28.3% | +2.5% | -30.8% | -29.3% |
| 1Y | -21.8% | -2.8% | -19.0% | -21.3% |
| 3Y | +71.6% | +65.9% | +5.8% | +36.2% |
| 5Y | +96.6% | +33.0% | +63.6% | +70.5% |
| 10Y | +253.8% | +281.2% | -27.4% | +97.0% |
| All | +994.7% | +12,998.0% | -12,003.3% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling