-21.9%
CRCL vs XLP
+15.6%
-37.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.7% |
| 7D | -13.6% | +2.3% | -16.0% | -12.5% |
| 30D | -23.1% | +9.1% | -32.2% | -19.0% |
| 3M | -3.1% | +7.9% | -10.9% | +1.2% |
| 6M | -42.8% | +9.6% | -52.4% | -39.2% |
| YTD | -18.1% | +19.4% | -37.5% | -22.0% |
| 1Y | -37.6% | +22.4% | -60.0% | -42.4% |
| All | -21.9% | +15.6% | -37.5% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling