+94.1%
CRH vs EXEL
+180.6%
-86.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -6.1% | -4.9% | -1.2% | -5.3% |
| 30D | -9.3% | +11.4% | -20.7% | -11.0% |
| 3M | -15.2% | +4.9% | -20.1% | -16.0% |
| 6M | -14.2% | +34.4% | -48.6% | -18.5% |
| YTD | -28.3% | +28.0% | -56.3% | -31.5% |
| 1Y | -21.8% | +43.6% | -65.4% | -27.1% |
| 3Y | +71.6% | +155.2% | -83.6% | +42.8% |
| All | +94.1% | +180.6% | -86.5% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling