-14.8%
CRH vs EXEL
+92.4%
-107.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | +14.2% | +9.8% | +4.4% | +12.5% |
| 30D | +19.5% | +23.6% | -4.1% | +15.8% |
| 3M | +0.4% | +29.9% | -29.6% | -3.6% |
| 6M | -10.1% | +64.7% | -74.9% | -15.2% |
| YTD | -19.9% | +66.0% | -85.9% | -24.9% |
| 1Y | -14.8% | +92.0% | -106.8% | -21.7% |
| All | -14.8% | +92.4% | -107.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling