+80.6%
CRM vs XLC
+145.0%
-64.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +0.9% |
| 7D | -4.4% | +0.5% | -4.9% | -4.9% |
| 30D | +28.1% | +2.1% | +26.0% | +25.1% |
| 3M | +48.8% | +0.7% | +48.1% | +47.6% |
| 6M | +28.3% | -3.2% | +31.5% | +32.0% |
| YTD | -6.0% | -3.8% | -2.2% | -2.7% |
| 1Y | +1.4% | -2.0% | +3.5% | +2.8% |
| 3Y | +11.8% | +71.4% | -59.5% | -38.1% |
| 5Y | -2.0% | +40.7% | -42.7% | -32.0% |
| All | +80.6% | +145.0% | -64.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling