+6,189.1%
CRH vs EXPD
+30,393.4%
-24,204.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.5% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -9.5% | +4.1% | -13.5% | -10.4% |
| 3M | -10.4% | +13.8% | -24.2% | -13.4% |
| 6M | -14.2% | +27.3% | -41.5% | -19.6% |
| YTD | -26.6% | +25.4% | -52.0% | -31.2% |
| 1Y | -18.2% | +54.4% | -72.6% | -27.5% |
| 3Y | +74.9% | +67.9% | +7.1% | +51.1% |
| 5Y | +101.7% | +59.2% | +42.5% | +75.4% |
| 10Y | +249.4% | +308.6% | -59.1% | +145.4% |
| All | +6,189.1% | +30,393.4% | -24,204.3% | +3,720.2% |
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