+5,793.7%
CRM vs XLE
+665.9%
+5,127.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +29.3% | +12.6% | +16.6% | +21.5% |
| 3M | +36.8% | +11.8% | +25.0% | +28.7% |
| 6M | +23.9% | +16.1% | +7.8% | +13.7% |
| YTD | -5.5% | +46.9% | -52.3% | -23.6% |
| 1Y | -0.4% | +53.3% | -53.7% | -21.6% |
| 3Y | +12.8% | +54.9% | -42.2% | -13.4% |
| 5Y | -3.5% | +225.7% | -229.2% | -52.6% |
| 10Y | +238.4% | +170.7% | +67.8% | +63.8% |
| All | +5,793.7% | +665.9% | +5,127.8% | +1,506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling