+5,984.3%
CRH vs BP
+1,401.5%
+4,582.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -4.8% | +5.7% | -10.5% | -6.9% |
| 30D | -13.1% | +8.1% | -21.2% | -16.0% |
| 3M | -12.0% | +8.6% | -20.6% | -15.8% |
| 6M | -16.9% | +18.1% | -35.0% | -24.1% |
| YTD | -29.0% | +37.6% | -66.6% | -39.4% |
| 1Y | -20.3% | +39.4% | -59.7% | -32.8% |
| 3Y | +69.2% | +40.1% | +29.2% | +39.6% |
| 5Y | +94.6% | +141.3% | -46.7% | +24.0% |
| 10Y | +250.3% | +136.0% | +114.3% | +116.1% |
| All | +5,984.3% | +1,401.5% | +4,582.8% | +3,533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling