-23.3%
CRCL vs XLP
+15.6%
-38.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.1% |
| 7D | -8.1% | -0.2% | -7.9% | -8.3% |
| 30D | -24.3% | +8.2% | -32.4% | -20.6% |
| 3M | -10.5% | +7.7% | -18.2% | -6.6% |
| 6M | -48.4% | +9.3% | -57.7% | -45.3% |
| YTD | -19.5% | +19.5% | -39.0% | -23.4% |
| 1Y | -26.0% | +21.0% | -47.1% | -30.8% |
| All | -23.3% | +15.6% | -38.9% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling