+432.6%
CRH vs XRT
+486.5%
-54.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | -4.8% | -3.6% | -1.2% | -2.1% |
| 30D | -13.1% | -6.7% | -6.4% | -8.5% |
| 3M | -12.0% | -1.4% | -10.6% | -10.9% |
| 6M | -16.9% | +1.7% | -18.6% | -17.7% |
| YTD | -29.0% | -1.5% | -27.5% | -28.0% |
| 1Y | -20.3% | -2.5% | -17.9% | -18.9% |
| 3Y | +69.2% | +39.9% | +29.3% | +30.5% |
| 5Y | +94.6% | -2.6% | +97.3% | +87.6% |
| 10Y | +250.3% | +123.1% | +127.2% | +55.1% |
| All | +432.6% | +486.5% | -54.0% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling