+31.8%
XLP vs CRH
+98.8%
-66.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -2.9% | -3.6% | +0.7% | -2.4% |
| 30D | -2.2% | -10.8% | +8.6% | -0.6% |
| 3M | -0.6% | -13.5% | +12.9% | +1.4% |
| 6M | -2.2% | -15.4% | +13.3% | -0.1% |
| YTD | +8.3% | -27.6% | +35.9% | +13.0% |
| 1Y | +5.7% | -18.4% | +24.1% | +8.0% |
| 3Y | +25.7% | +72.5% | -46.8% | +8.3% |
| All | +31.8% | +98.8% | -66.9% | +6.6% |
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