+94.1%
CRH vs BP
+138.6%
-44.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | +5.2% | -11.3% | -7.1% |
| 30D | -9.3% | +8.7% | -18.0% | -10.9% |
| 3M | -15.2% | +9.3% | -24.5% | -17.2% |
| 6M | -14.2% | +13.6% | -27.8% | -17.9% |
| YTD | -28.3% | +37.7% | -65.9% | -35.6% |
| 1Y | -21.8% | +40.6% | -62.4% | -30.5% |
| 3Y | +71.6% | +40.3% | +31.3% | +50.1% |
| All | +94.1% | +138.6% | -44.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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