-14.6%
CRH vs EXPE
+40.7%
-55.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -1.7% | -9.5% | +7.9% | +0.1% |
| 30D | -5.4% | -6.6% | +1.3% | -4.3% |
| 3M | -11.2% | +31.4% | -42.6% | -15.2% |
| 6M | -15.8% | +35.2% | -51.0% | -20.2% |
| YTD | -23.6% | +5.8% | -29.4% | -25.7% |
| 1Y | -14.6% | +38.7% | -53.3% | -17.4% |
| All | -14.6% | +40.7% | -55.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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