+7.1%
CRM vs XLP
+7.6%
-0.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.1% |
| 30D | +34.3% | -0.9% | +35.2% | +34.0% |
| 3M | +37.7% | +3.8% | +33.9% | +41.3% |
| 6M | +34.9% | -1.7% | +36.7% | +35.0% |
| YTD | -1.6% | +10.3% | -11.9% | +3.5% |
| 1Y | +7.1% | +7.8% | -0.7% | +13.6% |
| All | +7.1% | +7.6% | -0.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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