+248.8%
XLF vs CRH
+253.3%
-4.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -1.5% | -6.1% | +4.6% | +1.4% |
| 30D | -1.2% | -9.3% | +8.1% | +3.2% |
| 3M | +9.2% | -15.2% | +24.4% | +17.0% |
| 6M | +16.3% | -14.2% | +30.5% | +22.9% |
| YTD | +5.4% | -28.3% | +33.7% | +20.7% |
| 1Y | +7.6% | -21.8% | +29.4% | +17.5% |
| 3Y | +74.2% | +71.6% | +2.6% | +21.8% |
| 5Y | +66.1% | +96.6% | -30.5% | +4.7% |
| All | +248.8% | +253.3% | -4.5% | +50.7% |
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