+46.8%
XYZ vs CRH
+70.5%
-23.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -4.3% | -6.1% | +1.8% | -0.4% |
| 30D | +1.2% | -9.3% | +10.5% | +7.7% |
| 3M | +14.6% | -15.2% | +29.8% | +27.0% |
| 6M | +22.6% | -14.2% | +36.8% | +33.8% |
| YTD | +21.7% | -28.3% | +49.9% | +48.9% |
| 1Y | +6.7% | -21.8% | +28.5% | +22.7% |
| 3Y | +46.8% | +71.6% | -24.8% | +6.2% |
| All | +46.8% | +70.5% | -23.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling