+5,760.6%
CRM vs XLI
+825.3%
+4,935.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +0.9% |
| 7D | -4.4% | -1.7% | -2.8% | -2.9% |
| 30D | +28.1% | -7.3% | +35.4% | +37.3% |
| 3M | +48.8% | -1.3% | +50.2% | +48.9% |
| 6M | +28.3% | +2.2% | +26.0% | +21.4% |
| YTD | -6.0% | +11.7% | -17.7% | -19.3% |
| 1Y | +1.4% | +14.3% | -12.8% | -15.0% |
| 3Y | +11.8% | +70.3% | -58.5% | -37.4% |
| 5Y | -2.0% | +82.3% | -84.3% | -48.1% |
| 10Y | +239.6% | +258.4% | -18.8% | -17.9% |
| All | +5,760.6% | +825.3% | +4,935.3% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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