+238.9%
CRM vs XLP
+107.2%
+131.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -4.4% | -1.4% | -3.0% | -3.4% |
| 30D | +28.1% | -2.0% | +30.1% | +29.9% |
| 3M | +48.8% | -1.5% | +50.4% | +50.8% |
| 6M | +28.3% | -0.2% | +28.4% | +27.7% |
| YTD | -6.0% | +8.7% | -14.7% | -13.3% |
| 1Y | +1.4% | +6.3% | -4.9% | -5.1% |
| 3Y | +11.8% | +25.1% | -13.2% | -10.7% |
| 5Y | -2.0% | +32.4% | -34.4% | -25.5% |
| All | +238.9% | +107.2% | +131.7% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling