+22.6%
CRCL vs XLP
+6.7%
+15.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.7% |
| 7D | +17.1% | -1.0% | +18.1% | +16.4% |
| 30D | +61.3% | -0.9% | +62.1% | +60.5% |
| 3M | +12.7% | +3.8% | +8.9% | +15.7% |
| 6M | -3.1% | -1.7% | -1.3% | -2.0% |
| YTD | +28.7% | +10.3% | +18.4% | +17.0% |
| 1Y | -13.1% | +7.8% | -20.9% | -18.3% |
| All | +22.6% | +6.7% | +15.9% | +21.1% |
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