-4.7%
CRM vs XLP
+30.6%
-35.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -5.0% | -2.9% | -2.1% | -3.4% |
| 30D | +23.6% | -2.2% | +25.9% | +25.1% |
| 3M | +39.6% | -0.6% | +40.2% | +40.3% |
| 6M | +23.4% | -2.2% | +25.6% | +24.8% |
| YTD | -7.4% | +8.3% | -15.6% | -13.3% |
| 1Y | -2.3% | +5.7% | -8.0% | -7.1% |
| 3Y | +10.5% | +25.7% | -15.2% | -11.8% |
| 5Y | -4.7% | +31.3% | -36.0% | -27.5% |
| All | -4.7% | +30.6% | -35.4% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling