+33.6%
XLY vs CRH
+70.5%
-36.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -1.7% | -6.1% | +4.4% | +0.7% |
| 30D | -4.2% | -9.3% | +5.1% | -0.5% |
| 3M | -2.7% | -15.2% | +12.5% | +3.5% |
| 6M | -0.6% | -14.2% | +13.6% | +4.6% |
| YTD | -5.0% | -28.3% | +23.2% | +7.1% |
| 1Y | -4.1% | -21.8% | +17.7% | +3.8% |
| 3Y | +33.6% | +71.6% | -38.0% | +5.4% |
| All | +33.6% | +70.5% | -36.9% | +5.4% |
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