+8.9%
CRCL vs XLB
+18.0%
-9.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -11.2% | -2.8% | -8.4% | -9.4% |
| 30D | +27.1% | -3.1% | +30.2% | +29.7% |
| 3M | +9.6% | -0.2% | +9.8% | +9.4% |
| 6M | -19.7% | +3.1% | -22.8% | -20.8% |
| YTD | +14.2% | +13.3% | +1.0% | +0.2% |
| 1Y | -32.2% | +12.0% | -44.3% | -42.3% |
| All | +8.9% | +18.0% | -9.1% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling