+5,984.3%
CRH vs EIX
+1,083.5%
+4,900.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -13.1% | -18.8% | +5.7% | -10.1% |
| 3M | -12.0% | -19.7% | +7.7% | -8.8% |
| 6M | -16.9% | -18.2% | +1.3% | -14.3% |
| YTD | -29.0% | -1.7% | -27.2% | -29.8% |
| 1Y | -20.3% | +7.8% | -28.1% | -23.0% |
| 3Y | +69.2% | -5.6% | +74.9% | +66.3% |
| 5Y | +94.6% | +23.7% | +71.0% | +79.6% |
| 10Y | +250.3% | +21.4% | +228.9% | +217.3% |
| All | +5,984.3% | +1,083.5% | +4,900.8% | +4,439.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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