+5,760.6%
CRM vs XLF
+284.3%
+5,476.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | -4.4% | -1.5% | -3.0% | -3.5% |
| 30D | +28.1% | -1.2% | +29.3% | +29.1% |
| 3M | +48.8% | +9.2% | +39.6% | +40.8% |
| 6M | +28.3% | +16.3% | +11.9% | +16.4% |
| YTD | -6.0% | +5.4% | -11.4% | -9.1% |
| 1Y | +1.4% | +7.6% | -6.2% | -3.3% |
| 3Y | +11.8% | +74.2% | -62.4% | -21.1% |
| 5Y | -2.0% | +66.1% | -68.2% | -28.2% |
| 10Y | +239.6% | +252.8% | -13.1% | +50.4% |
| All | +5,760.6% | +284.3% | +5,476.3% | +2,181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling