-14.8%
CRH vs XME
+5.2%
-20.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.0% |
| 7D | +14.2% | -5.5% | +19.6% | +16.4% |
| 30D | +19.5% | -11.1% | +30.7% | +24.6% |
| 3M | +0.4% | -11.1% | +11.5% | +4.4% |
| 6M | -10.1% | -18.0% | +7.9% | -4.4% |
| YTD | -19.9% | -7.4% | -12.6% | -19.4% |
| 1Y | -14.8% | +6.7% | -21.5% | -19.5% |
| All | -14.8% | +5.2% | -20.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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