+512.9%
XYZ vs CRH
+319.3%
+193.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -0.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.3% |
| 30D | +1.4% | -9.5% | +10.9% | +9.2% |
| 3M | +14.6% | -10.4% | +25.0% | +23.7% |
| 6M | +20.8% | -14.2% | +35.0% | +33.8% |
| YTD | +23.1% | -26.6% | +49.6% | +52.7% |
| 1Y | +5.6% | -18.2% | +23.9% | +20.1% |
| 3Y | +50.9% | +74.9% | -24.0% | -8.4% |
| 5Y | -68.6% | +101.7% | -170.3% | -82.9% |
| 10Y | +580.0% | +249.4% | +330.5% | +136.7% |
| All | +512.9% | +319.3% | +193.5% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling