-32.2%
CRCL vs XLI
+15.3%
-47.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.8% |
| 7D | -11.2% | -1.7% | -9.6% | -9.7% |
| 30D | +27.1% | -7.3% | +34.4% | +36.7% |
| 3M | +9.6% | -1.3% | +11.0% | +9.2% |
| 6M | -19.7% | +2.2% | -21.9% | -23.9% |
| YTD | +14.2% | +11.7% | +2.5% | -17.8% |
| 1Y | -32.2% | +14.3% | -46.5% | -53.5% |
| All | -32.2% | +15.3% | -47.5% | -53.5% |
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