+508.9%
XLP vs CRH
+1,071.6%
-562.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | -0.9% | -5.4% | +4.5% | -0.2% |
| 3M | +3.8% | -11.2% | +15.0% | +5.4% |
| 6M | -1.7% | -15.8% | +14.1% | +0.3% |
| YTD | +10.3% | -23.6% | +33.9% | +13.9% |
| 1Y | +7.8% | -14.6% | +22.4% | +9.4% |
| 3Y | +27.2% | +74.3% | -47.1% | +15.1% |
| 5Y | +32.5% | +103.7% | -71.2% | +16.1% |
| 10Y | +101.8% | +261.4% | -159.6% | +59.9% |
| All | +508.9% | +1,071.6% | -562.7% | +310.9% |
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 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