-21.8%
CRH vs XLRE
+7.1%
-28.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.4% |
| 7D | -6.1% | -1.2% | -4.9% | -5.2% |
| 30D | -9.3% | -2.4% | -6.9% | -7.6% |
| 3M | -15.2% | -2.5% | -12.7% | -13.5% |
| 6M | -14.2% | +4.0% | -18.2% | -16.5% |
| YTD | -28.3% | +9.3% | -37.5% | -31.9% |
| 1Y | -21.8% | +5.6% | -27.4% | -23.8% |
| All | -21.8% | +7.1% | -28.9% | -23.8% |
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