+326.5%
CRH vs XLRE
+109.5%
+217.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 6M | -14.2% | +4.0% | -18.2% | -16.7% |
| YTD | -28.3% | +9.3% | -37.5% | -32.9% |
| 1Y | -21.8% | +5.6% | -27.4% | -25.0% |
| 3Y | +71.6% | +31.3% | +40.3% | +38.7% |
| 5Y | +96.6% | +9.5% | +87.1% | +81.1% |
| 10Y | +253.8% | +89.0% | +164.9% | +125.3% |
| All | +326.5% | +109.5% | +217.0% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling