+71.6%
CRH vs XOP
+36.3%
+35.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | +2.6% | -8.7% | -6.4% |
| 30D | -9.3% | +9.6% | -18.9% | -10.5% |
| 3M | -15.2% | +20.4% | -35.6% | -17.7% |
| 6M | -14.2% | +19.9% | -34.1% | -18.0% |
| YTD | -28.3% | +56.4% | -84.7% | -37.3% |
| 1Y | -21.8% | +52.4% | -74.2% | -31.5% |
| 3Y | +71.6% | +39.9% | +31.7% | +46.8% |
| All | +71.6% | +36.3% | +35.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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