+4,439.9%
XOM vs CRH
+6,046.1%
-1,606.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.3% |
| 7D | +4.1% | -6.1% | +10.1% | +5.4% |
| 30D | +4.6% | -9.3% | +13.9% | +6.5% |
| 3M | +14.0% | -15.2% | +29.2% | +17.2% |
| 6M | +11.0% | -14.2% | +25.2% | +13.0% |
| YTD | +40.7% | -28.3% | +69.0% | +48.4% |
| 1Y | +52.3% | -21.8% | +74.1% | +57.2% |
| 3Y | +60.5% | +71.6% | -11.2% | +37.4% |
| 5Y | +266.4% | +96.6% | +169.8% | +199.5% |
| 10Y | +194.4% | +253.8% | -59.4% | +111.1% |
| All | +4,439.9% | +6,046.1% | -1,606.2% | +2,538.4% |
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