+9.3%
XYZ vs CRH
-14.7%
+24.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.1% |
| 7D | -1.0% | -1.7% | +0.7% | 0.0% |
| 30D | -1.7% | -5.4% | +3.7% | +1.4% |
| 3M | +16.7% | -11.2% | +27.9% | +24.4% |
| 6M | +26.9% | -15.8% | +42.7% | +37.8% |
| YTD | +27.1% | -23.6% | +50.8% | +45.8% |
| 1Y | +9.3% | -14.6% | +23.9% | +19.5% |
| All | +9.3% | -14.7% | +24.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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