+69.9%
CRH vs EXPD
+70.1%
-0.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -4.8% | +1.2% | -5.9% | -5.1% |
| 30D | -13.1% | +6.8% | -19.9% | -14.8% |
| 3M | -12.0% | +14.9% | -26.9% | -15.7% |
| 6M | -16.9% | +34.6% | -51.5% | -24.5% |
| YTD | -29.0% | +27.7% | -56.7% | -34.8% |
| 1Y | -20.3% | +57.7% | -78.0% | -32.8% |
| All | +69.9% | +70.1% | -0.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling