+64.3%
XLF vs CRH
+93.9%
-29.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -1.5% | -6.1% | +4.6% | +0.7% |
| 30D | -1.2% | -9.3% | +8.1% | +2.2% |
| 3M | +9.2% | -15.2% | +24.4% | +15.3% |
| 6M | +16.3% | -14.2% | +30.5% | +21.5% |
| YTD | +5.4% | -28.3% | +33.7% | +17.4% |
| 1Y | +7.6% | -21.8% | +29.4% | +15.4% |
| 3Y | +74.2% | +71.6% | +2.6% | +29.7% |
| All | +64.3% | +93.9% | -29.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling