-14.6%
CRH vs BNS
+52.2%
-66.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.1% |
| 7D | -1.7% | +1.5% | -3.2% | -2.6% |
| 30D | -5.4% | +6.0% | -11.3% | -8.8% |
| 3M | -11.2% | +16.3% | -27.5% | -20.6% |
| 6M | -15.8% | +28.8% | -44.6% | -31.4% |
| YTD | -23.6% | +30.0% | -53.6% | -37.7% |
| 1Y | -14.6% | +50.7% | -65.3% | -33.6% |
| All | -14.6% | +52.2% | -66.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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