-10.0%
CRM vs XLE
+50.1%
-60.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +2.0% |
| 7D | -6.2% | -7.2% | +1.0% | -6.4% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | +19.1% | +9.2% | +9.9% | +19.2% |
| 6M | +23.0% | +8.4% | +14.6% | +22.2% |
| YTD | -13.7% | +44.9% | -58.6% | -10.0% |
| 1Y | -10.0% | +49.9% | -59.8% | -7.6% |
| All | -10.0% | +50.1% | -60.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling