-14.8%
CRH vs EXPD
+53.8%
-68.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.9% | +6.2% |
| 7D | +14.2% | +0.3% | +13.9% | +14.0% |
| 30D | +19.5% | +1.8% | +17.7% | +18.9% |
| 3M | +0.4% | +8.9% | -8.6% | -1.3% |
| 6M | -10.1% | +42.2% | -52.4% | -16.0% |
| YTD | -19.9% | +33.4% | -53.3% | -23.9% |
| 1Y | -14.8% | +47.2% | -62.0% | -22.4% |
| All | -14.8% | +53.8% | -68.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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