+257.2%
XOM vs CRH
+93.9%
+163.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.4% |
| 7D | +4.1% | -6.1% | +10.1% | +4.5% |
| 30D | +4.6% | -9.3% | +13.9% | +5.2% |
| 3M | +14.0% | -15.2% | +29.2% | +15.1% |
| 6M | +11.0% | -14.2% | +25.2% | +11.5% |
| YTD | +40.7% | -28.3% | +69.0% | +44.5% |
| 1Y | +52.3% | -21.8% | +74.1% | +54.2% |
| 3Y | +60.5% | +71.6% | -11.2% | +40.1% |
| All | +257.2% | +93.9% | +163.3% | +212.7% |
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