+159.8%
XLB vs CRH
+253.3%
-93.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -2.8% | -6.1% | +3.2% | 0.0% |
| 30D | -3.1% | -9.3% | +6.2% | +1.3% |
| 3M | -0.2% | -15.2% | +15.0% | +7.4% |
| 6M | +3.1% | -14.2% | +17.3% | +9.6% |
| YTD | +13.3% | -28.3% | +41.5% | +30.4% |
| 1Y | +12.0% | -21.8% | +33.8% | +23.2% |
| 3Y | +31.4% | +71.6% | -40.2% | -5.6% |
| 5Y | +33.9% | +96.6% | -62.7% | -12.8% |
| All | +159.8% | +253.3% | -93.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling