+245.6%
CRH vs XME
+421.4%
-175.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | -6.1% | -4.2% | -1.9% | -4.0% |
| 30D | -9.3% | -2.7% | -6.6% | -8.2% |
| 3M | -15.2% | -3.9% | -11.3% | -14.0% |
| 6M | -14.2% | -1.0% | -13.2% | -15.0% |
| YTD | -28.3% | +9.8% | -38.1% | -33.2% |
| 1Y | -21.8% | +32.5% | -54.3% | -35.0% |
| 3Y | +71.6% | +124.3% | -52.7% | +5.7% |
| 5Y | +96.6% | +165.8% | -69.2% | +5.3% |
| All | +245.6% | +421.4% | -175.7% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling