-67.9%
XYZ vs CRH
+93.9%
-161.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.7% |
| 7D | -4.3% | -6.1% | +1.8% | +0.9% |
| 30D | +1.2% | -9.3% | +10.5% | +9.8% |
| 3M | +14.6% | -15.2% | +29.8% | +31.1% |
| 6M | +22.6% | -14.2% | +36.8% | +37.0% |
| YTD | +21.7% | -28.3% | +49.9% | +58.2% |
| 1Y | +6.7% | -21.8% | +28.5% | +27.3% |
| 3Y | +46.8% | +71.6% | -24.8% | -26.7% |
| All | -67.9% | +93.9% | -161.8% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling