+519.3%
CRH vs EXPE
+796.5%
-277.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -6.1% | -5.8% | -0.3% | -4.3% |
| 30D | -9.3% | -13.6% | +4.3% | -5.2% |
| 3M | -15.2% | +25.2% | -40.4% | -21.5% |
| 6M | -14.2% | +22.3% | -36.6% | -20.3% |
| YTD | -28.3% | -0.3% | -27.9% | -29.9% |
| 1Y | -21.8% | +27.8% | -49.6% | -30.3% |
| 3Y | +71.6% | +162.4% | -90.8% | +16.1% |
| 5Y | +96.6% | +95.8% | +0.8% | +38.7% |
| 10Y | +253.8% | +165.8% | +88.0% | +102.0% |
| All | +519.3% | +796.5% | -277.2% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling