-16.9%
CRH vs EXEL
+35.1%
-52.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.5% |
| 7D | -4.8% | -2.9% | -1.9% | -4.1% |
| 30D | -13.1% | +11.9% | -25.0% | -15.5% |
| 3M | -12.0% | +9.2% | -21.2% | -13.8% |
| 6M | -16.9% | +39.1% | -56.0% | -26.2% |
| All | -16.9% | +35.1% | -52.0% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling