+71.6%
CRH vs XRT
+41.2%
+30.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | 0.0% |
| 7D | -6.1% | -3.2% | -2.9% | -3.8% |
| 30D | -9.3% | -4.5% | -4.8% | -6.1% |
| 3M | -15.2% | -3.1% | -12.1% | -13.1% |
| 6M | -14.2% | +4.2% | -18.4% | -16.4% |
| YTD | -28.3% | -0.1% | -28.1% | -28.0% |
| 1Y | -21.8% | -3.0% | -18.7% | -20.1% |
| 3Y | +71.6% | +41.8% | +29.8% | +44.6% |
| All | +71.6% | +41.2% | +30.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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