-49.1%
CRCL vs XLP
+10.2%
-59.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.5% |
| 7D | -11.8% | -0.5% | -11.3% | -12.2% |
| 30D | -20.0% | +8.3% | -28.3% | -15.7% |
| 3M | -5.7% | +8.7% | -14.4% | -1.4% |
| 6M | -49.1% | +11.2% | -60.2% | -45.6% |
| All | -49.1% | +10.2% | -59.3% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling