-13.1%
CRCL vs XLI
+18.3%
-31.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.6% |
| 7D | +17.1% | -1.1% | +18.2% | +18.3% |
| 30D | +61.3% | -5.9% | +67.2% | +71.2% |
| 3M | +12.7% | -0.3% | +13.0% | +11.2% |
| 6M | -3.1% | +0.1% | -3.2% | -2.8% |
| YTD | +28.7% | +13.6% | +15.1% | -9.8% |
| 1Y | -13.1% | +17.2% | -30.3% | -46.3% |
| All | -13.1% | +18.3% | -31.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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