+567.5%
CRH vs BUD
+192.2%
+375.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | 0.0% |
| 7D | -3.6% | -1.3% | -2.3% | -2.8% |
| 30D | -10.8% | -6.1% | -4.7% | -7.4% |
| 3M | -13.5% | -3.8% | -9.7% | -11.8% |
| 6M | -15.4% | +8.2% | -23.6% | -20.1% |
| YTD | -27.6% | +23.6% | -51.2% | -37.3% |
| 1Y | -18.4% | +33.4% | -51.8% | -33.0% |
| 3Y | +72.5% | +45.3% | +27.2% | +28.0% |
| 5Y | +99.2% | +44.3% | +54.9% | +45.6% |
| 10Y | +257.0% | -22.8% | +279.8% | +266.6% |
| All | +567.5% | +192.2% | +375.3% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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