+791.0%
XLB vs CRH
+989.6%
-198.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -3.5% | -4.8% | +1.2% | -2.1% |
| 30D | -4.7% | -13.1% | +8.5% | -0.4% |
| 3M | +2.7% | -12.0% | +14.7% | +6.7% |
| 6M | +2.6% | -16.9% | +19.5% | +8.2% |
| YTD | +12.8% | -29.0% | +41.8% | +24.6% |
| 1Y | +14.0% | -20.3% | +34.3% | +21.1% |
| 3Y | +31.5% | +69.2% | -37.8% | +8.7% |
| 5Y | +33.4% | +94.6% | -61.2% | +4.5% |
| 10Y | +161.3% | +250.3% | -89.0% | +69.2% |
| All | +791.0% | +989.6% | -198.5% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling