+245.6%
CRH vs BWA
+156.8%
+88.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.4% |
| 7D | -6.1% | -1.3% | -4.7% | -5.5% |
| 30D | -9.3% | -2.9% | -6.3% | -8.3% |
| 3M | -15.2% | -10.7% | -4.5% | -11.5% |
| 6M | -14.2% | +26.5% | -40.7% | -23.3% |
| YTD | -28.3% | +49.1% | -77.4% | -41.6% |
| 1Y | -21.8% | +52.1% | -73.8% | -37.3% |
| 3Y | +71.6% | +72.6% | -0.9% | +25.8% |
| 5Y | +96.6% | +89.4% | +7.2% | +34.4% |
| All | +245.6% | +156.8% | +88.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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