+30.8%
XLV vs CRH
+70.5%
-39.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -6.1% | +2.5% | -2.5% |
| 30D | -1.8% | -9.3% | +7.4% | -0.3% |
| 3M | +7.8% | -15.2% | +23.0% | +10.6% |
| 6M | +9.1% | -14.2% | +23.3% | +11.5% |
| YTD | +7.7% | -28.3% | +36.0% | +13.2% |
| 1Y | +20.4% | -21.8% | +42.2% | +24.3% |
| 3Y | +30.8% | +71.6% | -40.9% | +15.9% |
| All | +30.8% | +70.5% | -39.7% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling