+10.6%
XLK vs CRH
-17.3%
+27.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.6% | -7.3% |
| 7D | -14.0% | +5.3% | -19.3% | -14.8% |
| 30D | -19.6% | +14.2% | -33.8% | -21.9% |
| 3M | -12.6% | -4.2% | -8.4% | -11.4% |
| 6M | -1.7% | -14.5% | +12.8% | +2.5% |
| YTD | +13.2% | -22.7% | +35.9% | +20.1% |
| 1Y | +10.6% | -16.6% | +27.2% | +12.9% |
| All | +10.6% | -17.3% | +27.9% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling