+930.1%
CRH vs BNS
+1,486.6%
-556.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.5% |
| 7D | -6.1% | -0.4% | -5.7% | -5.8% |
| 30D | -9.3% | +3.5% | -12.7% | -11.8% |
| 3M | -15.2% | +14.1% | -29.3% | -23.4% |
| 6M | -14.2% | +33.8% | -48.0% | -30.9% |
| YTD | -28.3% | +29.5% | -57.7% | -40.9% |
| 1Y | -21.8% | +48.4% | -70.2% | -41.8% |
| 3Y | +71.6% | +129.6% | -58.0% | -8.1% |
| 5Y | +96.6% | +96.1% | +0.5% | +17.8% |
| 10Y | +253.8% | +186.2% | +67.7% | +59.5% |
| All | +930.1% | +1,486.6% | -556.6% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling