+1,026.9%
CRH vs EXEL
+263.2%
+763.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | -13.1% | +11.9% | -25.0% | -14.3% |
| 3M | -12.0% | +9.2% | -21.2% | -13.0% |
| 6M | -16.9% | +39.1% | -56.0% | -20.2% |
| YTD | -29.0% | +31.0% | -60.0% | -31.4% |
| 1Y | -20.3% | +52.3% | -72.7% | -24.6% |
| 3Y | +69.2% | +159.7% | -90.5% | +48.7% |
| 5Y | +94.6% | +187.7% | -93.1% | +67.4% |
| 10Y | +250.3% | +379.4% | -129.1% | +169.7% |
| All | +1,026.9% | +263.2% | +763.7% | +634.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling