+217.9%
XLE vs CRH
+93.9%
+124.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +1.7% | -6.1% | +7.7% | +2.7% |
| 30D | +6.7% | -9.3% | +16.0% | +8.3% |
| 3M | +14.9% | -15.2% | +30.1% | +17.6% |
| 6M | +15.9% | -14.2% | +30.1% | +17.5% |
| YTD | +47.7% | -28.3% | +76.0% | +55.4% |
| 1Y | +50.7% | -21.8% | +72.5% | +54.8% |
| 3Y | +57.9% | +71.6% | -13.7% | +30.0% |
| All | +217.9% | +93.9% | +124.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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