+5,984.3%
CRH vs BN
+14,390.7%
-8,406.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -4.8% | -5.9% | +1.1% | -2.2% |
| 30D | -13.1% | -15.1% | +2.0% | -6.7% |
| 3M | -12.0% | -14.6% | +2.6% | -5.7% |
| 6M | -16.9% | -8.4% | -8.5% | -13.6% |
| YTD | -29.0% | -16.8% | -12.2% | -23.3% |
| 1Y | -20.3% | -14.4% | -6.0% | -15.2% |
| 3Y | +69.2% | +70.1% | -0.9% | +33.1% |
| 5Y | +94.6% | +33.5% | +61.1% | +67.5% |
| 10Y | +250.3% | +260.2% | -9.9% | +102.9% |
| All | +5,984.3% | +14,390.7% | -8,406.4% | +2,118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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