+15.6%
CRCL vs XLP
+6.0%
+9.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -6.2% |
| 7D | +7.5% | -1.4% | +8.9% | +6.5% |
| 30D | +44.3% | -1.3% | +45.6% | +43.1% |
| 3M | +16.5% | +1.8% | +14.7% | +18.0% |
| 6M | -5.6% | -0.8% | -4.8% | -4.6% |
| YTD | +21.3% | +9.5% | +11.8% | +9.8% |
| 1Y | -14.5% | +7.2% | -21.7% | -20.0% |
| All | +15.6% | +6.0% | +9.6% | +13.7% |
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