-14.6%
CRH vs BNY
+59.6%
-74.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.2% |
| 30D | -5.4% | +3.8% | -9.2% | -6.9% |
| 3M | -11.2% | +14.9% | -26.1% | -16.7% |
| 6M | -15.8% | +40.3% | -56.2% | -28.4% |
| YTD | -23.6% | +43.8% | -67.4% | -35.7% |
| 1Y | -14.6% | +58.9% | -73.5% | -29.7% |
| All | -14.6% | +59.6% | -74.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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