+245.6%
CRH vs EXPD
+332.1%
-86.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | -6.1% | +2.0% | -8.1% | -7.0% |
| 30D | -9.3% | +4.4% | -13.7% | -11.1% |
| 3M | -15.2% | +15.7% | -30.9% | -21.2% |
| 6M | -14.2% | +37.5% | -51.7% | -27.2% |
| YTD | -28.3% | +29.9% | -58.2% | -38.0% |
| 1Y | -21.8% | +57.8% | -79.5% | -39.5% |
| 3Y | +71.6% | +71.6% | 0.0% | +24.1% |
| 5Y | +96.6% | +62.2% | +34.4% | +42.7% |
| All | +245.6% | +332.1% | -86.5% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling