-0.8%
CRM vs XLB
+32.8%
-33.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.7% |
| 7D | -4.4% | -2.8% | -1.6% | -2.4% |
| 30D | +28.1% | -3.1% | +31.2% | +30.9% |
| 3M | +48.8% | -0.2% | +49.0% | +48.5% |
| 6M | +28.3% | +3.1% | +25.2% | +23.4% |
| YTD | -6.0% | +13.3% | -19.3% | -17.3% |
| 1Y | +1.4% | +12.0% | -10.6% | -10.1% |
| 3Y | +11.8% | +31.4% | -19.6% | -15.8% |
| All | -0.8% | +32.8% | -33.6% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling