-21.2%
CRCL vs XLP
+6.1%
-27.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -4.4% |
| 7D | +4.9% | -2.9% | +7.8% | +2.0% |
| 30D | +38.7% | -2.2% | +40.9% | +35.8% |
| 3M | +14.7% | -0.6% | +15.2% | +14.3% |
| 6M | -16.9% | -2.2% | -14.7% | -17.4% |
| YTD | +17.3% | +8.3% | +9.0% | +8.0% |
| 1Y | -21.2% | +5.7% | -26.9% | -26.0% |
| All | -21.2% | +6.1% | -27.3% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling