+6,393.0%
CRH vs EXPD
+31,843.0%
-25,449.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.3% | +5.5% | -6.9% | -2.7% |
| 30D | +18.1% | -0.8% | +18.9% | +18.3% |
| 3M | -3.9% | +4.1% | -8.0% | -4.9% |
| 6M | -13.3% | +25.7% | -39.0% | -18.4% |
| YTD | -24.2% | +31.4% | -55.6% | -29.9% |
| 1Y | -14.9% | +42.2% | -57.1% | -22.8% |
| 3Y | +64.9% | +77.2% | -12.3% | +40.3% |
| 5Y | +109.0% | +61.0% | +48.0% | +81.2% |
| 10Y | +248.9% | +334.8% | -85.9% | +141.2% |
| All | +6,393.0% | +31,843.0% | -25,449.9% | +3,793.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling