-16.6%
CRH vs XLRE
+11.7%
-28.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -1.7% |
| 7D | +5.3% | +2.9% | +2.5% | +2.8% |
| 30D | +14.2% | +7.8% | +6.4% | +7.2% |
| 3M | -4.2% | -1.2% | -3.0% | -3.4% |
| 6M | -14.5% | +2.0% | -16.5% | -16.0% |
| YTD | -22.7% | +12.4% | -35.1% | -28.3% |
| 1Y | -16.6% | +12.1% | -28.6% | -22.6% |
| All | -16.6% | +11.7% | -28.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling