+11.7%
CRCL vs XLP
+4.7%
+7.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -4.0% |
| 7D | +4.9% | -2.9% | +7.8% | +2.9% |
| 30D | +38.7% | -2.2% | +40.9% | +36.7% |
| 3M | +14.7% | -0.6% | +15.2% | +14.3% |
| 6M | -16.9% | -2.2% | -14.7% | -16.7% |
| YTD | +17.3% | +8.3% | +9.0% | +5.4% |
| 1Y | -21.2% | +5.7% | -26.9% | -26.6% |
| All | +11.7% | +4.7% | +7.0% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling