+94.1%
CRH vs BNY
+256.6%
-162.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.7% |
| 6M | -14.2% | +40.0% | -54.2% | -31.0% |
| YTD | -28.3% | +42.0% | -70.2% | -43.1% |
| 1Y | -21.8% | +56.9% | -78.6% | -42.0% |
| 3Y | +71.6% | +289.9% | -218.2% | -28.7% |
| All | +94.1% | +256.6% | -162.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling