+102.4%
XLP vs CRH
+249.8%
-147.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -2.5% | -4.8% | +2.2% | -1.7% |
| 30D | -1.9% | -13.1% | +11.2% | +0.7% |
| 3M | -2.1% | -12.0% | +9.8% | +0.1% |
| 6M | -1.8% | -16.9% | +15.0% | +1.2% |
| YTD | +8.3% | -29.0% | +37.3% | +14.9% |
| 1Y | +6.8% | -20.3% | +27.2% | +10.4% |
| 3Y | +25.7% | +69.2% | -43.5% | +7.5% |
| 5Y | +31.9% | +94.6% | -62.7% | +6.9% |
| All | +102.4% | +249.8% | -147.3% | +39.2% |
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