+1,475.9%
XLK vs CRH
+1,000.6%
+475.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.2% | -6.1% | +6.3% | +1.9% |
| 30D | -0.6% | -9.3% | +8.6% | +2.0% |
| 3M | +2.6% | -15.2% | +17.7% | +6.9% |
| 6M | +34.0% | -14.2% | +48.2% | +38.7% |
| YTD | +30.7% | -28.3% | +58.9% | +41.9% |
| 1Y | +39.2% | -21.8% | +61.0% | +47.3% |
| 3Y | +120.4% | +71.6% | +48.8% | +87.3% |
| 5Y | +148.8% | +96.6% | +52.2% | +102.4% |
| 10Y | +803.3% | +253.8% | +549.4% | +521.6% |
| All | +1,475.9% | +1,000.6% | +475.2% | +747.3% |
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 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