+1,106.7%
XLY vs CRH
+1,000.6%
+106.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -6.1% | +4.4% | 0.0% |
| 30D | -4.2% | -9.3% | +5.1% | -1.6% |
| 3M | -2.7% | -15.2% | +12.5% | +1.7% |
| 6M | -0.6% | -14.2% | +13.6% | +3.3% |
| YTD | -5.0% | -28.3% | +23.2% | +3.5% |
| 1Y | -4.1% | -21.8% | +17.7% | +1.8% |
| 3Y | +33.6% | +71.6% | -38.0% | +13.1% |
| 5Y | +28.7% | +96.6% | -67.9% | +4.2% |
| 10Y | +219.6% | +253.8% | -34.2% | +117.4% |
| All | +1,106.7% | +1,000.6% | +106.1% | +529.8% |
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