+599.1%
XYZ vs CRH
+253.3%
+345.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -4.3% | -6.1% | +1.8% | +0.4% |
| 30D | +1.2% | -9.3% | +10.5% | +9.0% |
| 3M | +14.6% | -15.2% | +29.8% | +29.6% |
| 6M | +22.6% | -14.2% | +36.8% | +36.0% |
| YTD | +21.7% | -28.3% | +49.9% | +54.5% |
| 1Y | +6.7% | -21.8% | +28.5% | +25.9% |
| 3Y | +46.8% | +71.6% | -24.8% | -11.6% |
| 5Y | -68.0% | +96.6% | -164.7% | -82.8% |
| All | +599.1% | +253.3% | +345.8% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling