+7.1%
CRM vs XLF
+9.9%
-2.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +34.3% | +0.2% | +34.2% | +34.1% |
| 3M | +37.7% | +11.7% | +26.0% | +27.9% |
| 6M | +34.9% | +13.8% | +21.2% | +24.1% |
| YTD | -1.6% | +7.0% | -8.6% | -5.8% |
| 1Y | +7.1% | +9.1% | -2.0% | +1.4% |
| All | +7.1% | +9.9% | -2.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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