+1,046.7%
XLE vs CRH
+1,010.6%
+36.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +0.3% | -3.6% | +3.9% | +1.4% |
| 30D | +8.5% | -10.8% | +19.4% | +12.2% |
| 3M | +14.6% | -13.5% | +28.1% | +18.8% |
| 6M | +17.6% | -15.4% | +33.0% | +21.5% |
| YTD | +48.1% | -27.6% | +75.7% | +60.2% |
| 1Y | +53.8% | -18.4% | +72.2% | +59.3% |
| 3Y | +56.2% | +72.5% | -16.3% | +23.7% |
| 5Y | +227.7% | +99.2% | +128.6% | +141.8% |
| 10Y | +181.3% | +257.0% | -75.7% | +71.9% |
| All | +1,046.7% | +1,010.6% | +36.1% | +425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling