-31.6%
CRCL vs XLB
+29.8%
-61.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | -0.1% |
| 7D | -6.8% | +3.9% | -10.8% | -8.9% |
| 30D | -8.6% | +8.9% | -17.5% | -13.0% |
| 3M | +20.3% | +4.1% | +16.2% | +17.1% |
| 6M | -36.3% | +7.3% | -43.6% | -38.4% |
| YTD | -4.0% | +20.4% | -24.4% | -23.8% |
| 1Y | -31.6% | +29.5% | -61.1% | -53.1% |
| All | -31.6% | +29.8% | -61.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling