+245.6%
CRH vs BR
+189.7%
+55.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.1% | -3.0% | -3.1% | -4.7% |
| 30D | -9.3% | -0.3% | -9.0% | -9.3% |
| 3M | -15.2% | +17.3% | -32.5% | -22.2% |
| 6M | -14.2% | -6.7% | -7.5% | -12.3% |
| YTD | -28.3% | -23.4% | -4.8% | -19.1% |
| 1Y | -21.8% | -32.7% | +10.9% | -5.6% |
| 3Y | +71.6% | -5.9% | +77.5% | +70.9% |
| 5Y | +96.6% | +8.4% | +88.2% | +77.4% |
| All | +245.6% | +189.7% | +55.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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