-10.0%
CRM vs XLB
+29.8%
-39.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.5% |
| 7D | -6.2% | +3.9% | -10.1% | -5.7% |
| 30D | -1.2% | +8.9% | -10.1% | 0.0% |
| 3M | +19.1% | +4.1% | +15.0% | +19.6% |
| 6M | +23.0% | +7.3% | +15.7% | +24.0% |
| YTD | -13.7% | +20.4% | -34.1% | -14.9% |
| 1Y | -10.0% | +29.5% | -39.5% | -15.5% |
| All | -10.0% | +29.8% | -39.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling