+71.6%
CRH vs XEL
+46.5%
+25.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -9.3% | -3.9% | -5.3% | -8.7% |
| 3M | -15.2% | -2.8% | -12.4% | -14.8% |
| 6M | -14.2% | -5.4% | -8.8% | -13.5% |
| YTD | -28.3% | +3.8% | -32.0% | -28.3% |
| 1Y | -21.8% | +6.8% | -28.6% | -22.2% |
| 3Y | +71.6% | +45.6% | +26.0% | +63.4% |
| All | +71.6% | +46.5% | +25.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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