+245.6%
CRH vs BNY
+416.3%
-170.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -1.3% | -4.7% | -5.3% |
| 30D | -9.3% | -0.2% | -9.1% | -9.2% |
| 3M | -15.2% | +14.9% | -30.1% | -22.4% |
| 6M | -14.2% | +40.0% | -54.2% | -30.4% |
| YTD | -28.3% | +42.0% | -70.2% | -42.5% |
| 1Y | -21.8% | +56.9% | -78.6% | -41.1% |
| 3Y | +71.6% | +289.9% | -218.2% | -25.7% |
| 5Y | +96.6% | +259.2% | -162.6% | -12.5% |
| All | +245.6% | +416.3% | -170.7% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling