+5,676.4%
CRM vs XLB
+537.0%
+5,139.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.1% |
| 7D | -5.0% | -2.9% | -2.0% | -2.5% |
| 30D | +23.6% | -3.4% | +27.0% | +27.1% |
| 3M | +39.6% | +1.6% | +38.0% | +37.0% |
| 6M | +23.4% | +3.6% | +19.8% | +17.7% |
| YTD | -7.4% | +14.2% | -21.6% | -19.5% |
| 1Y | -2.3% | +15.6% | -17.9% | -16.2% |
| 3Y | +10.5% | +33.1% | -22.6% | -17.2% |
| 5Y | -4.7% | +35.0% | -39.8% | -29.2% |
| 10Y | +234.7% | +164.5% | +70.2% | +29.7% |
| All | +5,676.4% | +537.0% | +5,139.3% | +854.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling