+71.6%
CRH vs BWA
+70.7%
+0.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.6% |
| 7D | -6.1% | -1.3% | -4.7% | -5.7% |
| 30D | -9.3% | -2.9% | -6.3% | -8.5% |
| 3M | -15.2% | -10.7% | -4.5% | -12.4% |
| 6M | -14.2% | +26.5% | -40.7% | -20.9% |
| YTD | -28.3% | +49.1% | -77.4% | -38.7% |
| 1Y | -21.8% | +52.1% | -73.8% | -33.9% |
| 3Y | +71.6% | +72.6% | -0.9% | +30.8% |
| All | +71.6% | +70.7% | +0.9% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling