+1,097.3%
XLI vs CRH
+1,000.6%
+96.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -1.7% | -6.1% | +4.4% | +0.1% |
| 30D | -7.3% | -9.3% | +2.0% | -4.7% |
| 3M | -1.3% | -15.2% | +13.8% | +3.2% |
| 6M | +2.2% | -14.2% | +16.4% | +6.4% |
| YTD | +11.7% | -28.3% | +40.0% | +22.1% |
| 1Y | +14.3% | -21.8% | +36.0% | +21.6% |
| 3Y | +70.3% | +71.6% | -1.3% | +42.4% |
| 5Y | +82.3% | +96.6% | -14.3% | +44.7% |
| 10Y | +258.4% | +253.8% | +4.6% | +138.3% |
| All | +1,097.3% | +1,000.6% | +96.7% | +499.0% |
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