+192.9%
XOM vs CRH
+253.3%
-60.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.2% |
| 7D | +4.1% | -6.1% | +10.1% | +5.9% |
| 30D | +4.6% | -9.3% | +13.9% | +7.4% |
| 3M | +14.0% | -15.2% | +29.2% | +18.8% |
| 6M | +11.0% | -14.2% | +25.2% | +13.7% |
| YTD | +40.7% | -28.3% | +69.0% | +52.5% |
| 1Y | +52.3% | -21.8% | +74.1% | +59.2% |
| 3Y | +60.5% | +71.6% | -11.2% | +17.7% |
| 5Y | +266.4% | +96.6% | +169.8% | +145.1% |
| All | +192.9% | +253.3% | -60.4% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling