+8.5%
CRCL vs XLC
+10.1%
-1.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.8% |
| 7D | -12.5% | -1.7% | -10.8% | -10.3% |
| 30D | +26.9% | +0.2% | +26.7% | +25.9% |
| 3M | +14.4% | +0.7% | +13.7% | +12.2% |
| 6M | -23.5% | -4.5% | -19.1% | -16.7% |
| YTD | +13.9% | -4.7% | +18.6% | +24.8% |
| 1Y | -20.6% | -1.5% | -19.1% | -17.1% |
| All | +8.5% | +10.1% | -1.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling