+3.2%
CRM vs XLP
+44.0%
-40.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.0% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -6.8% | +8.3% | -15.1% | -8.0% |
| 3M | +10.6% | +8.7% | +1.9% | +9.0% |
| 6M | +23.4% | +11.2% | +12.2% | +21.7% |
| YTD | -17.1% | +20.0% | -37.1% | -20.3% |
| 1Y | -10.1% | +21.3% | -31.4% | -13.9% |
| All | +3.2% | +44.0% | -40.8% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling