+8.5%
CRCL vs XLI
+20.1%
-11.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.0% |
| 7D | -12.5% | -2.3% | -10.2% | -10.0% |
| 30D | +26.9% | -8.2% | +35.1% | +39.8% |
| 3M | +14.4% | +0.8% | +13.7% | +10.5% |
| 6M | -23.5% | +0.8% | -24.4% | -26.7% |
| YTD | +13.9% | +10.5% | +3.4% | -16.5% |
| 1Y | -20.6% | +14.1% | -34.7% | -45.7% |
| All | +8.5% | +20.1% | -11.6% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling