+245.6%
CRH vs XPO
+1,516.3%
-1,270.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -5.7% | -0.4% | -4.3% |
| 30D | -9.3% | -12.8% | +3.5% | -5.2% |
| 3M | -15.2% | -20.0% | +4.8% | -9.3% |
| 6M | -14.2% | -6.0% | -8.2% | -13.1% |
| YTD | -28.3% | +34.0% | -62.3% | -35.7% |
| 1Y | -21.8% | +35.6% | -57.3% | -30.8% |
| 3Y | +71.6% | +152.3% | -80.7% | +18.6% |
| 5Y | +96.6% | +264.4% | -167.7% | +13.5% |
| All | +245.6% | +1,516.3% | -1,270.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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