+8.5%
CRCL vs XLP
+4.8%
+3.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.8% |
| 7D | -12.5% | -2.5% | -10.0% | -14.0% |
| 30D | +26.9% | -1.9% | +28.8% | +25.3% |
| 3M | +14.4% | -2.1% | +16.6% | +12.9% |
| 6M | -23.5% | -1.8% | -21.7% | -23.2% |
| YTD | +13.9% | +8.3% | +5.6% | +2.4% |
| 1Y | -20.6% | +6.8% | -27.4% | -27.3% |
| All | +8.5% | +4.8% | +3.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling