-3.9%
CRM vs XLE
+220.9%
-224.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -8.1% | +0.5% | -8.6% | -8.2% |
| 30D | +23.1% | +6.6% | +16.5% | +20.7% |
| 3M | +42.5% | +12.3% | +30.3% | +37.5% |
| 6M | +25.3% | +18.4% | +6.9% | +18.5% |
| YTD | -7.8% | +47.2% | -55.0% | -18.9% |
| 1Y | +1.0% | +50.3% | -49.2% | -11.9% |
| 3Y | +10.0% | +55.3% | -45.3% | -6.2% |
| 5Y | -3.9% | +226.0% | -229.8% | -33.0% |
| All | -3.9% | +220.9% | -224.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling