+238.9%
CRM vs XLE
+182.6%
+56.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.4% | +1.7% | -6.1% | -5.0% |
| 30D | +28.1% | +6.7% | +21.4% | +25.5% |
| 3M | +48.8% | +14.9% | +34.0% | +42.1% |
| 6M | +28.3% | +15.9% | +12.4% | +21.8% |
| YTD | -6.0% | +47.7% | -53.7% | -17.9% |
| 1Y | +1.4% | +50.7% | -49.3% | -12.1% |
| 3Y | +11.8% | +57.9% | -46.0% | -5.5% |
| 5Y | -2.0% | +227.0% | -229.0% | -35.9% |
| All | +238.9% | +182.6% | +56.3% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling