+94.1%
CRH vs XPO
+261.3%
-167.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -5.7% | -0.4% | -4.2% |
| 30D | -9.3% | -12.8% | +3.5% | -5.1% |
| 3M | -15.2% | -20.0% | +4.8% | -9.1% |
| 6M | -14.2% | -6.0% | -8.2% | -13.1% |
| YTD | -28.3% | +34.0% | -62.3% | -35.9% |
| 1Y | -21.8% | +35.6% | -57.3% | -31.0% |
| 3Y | +71.6% | +152.3% | -80.7% | +16.6% |
| All | +94.1% | +261.3% | -167.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling