-26.7%
CRM vs XLP
+43.1%
-69.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +1.9% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | -6.8% | +8.3% | -15.1% | -10.9% |
| 3M | +10.6% | +8.7% | +1.9% | +5.4% |
| 6M | +23.4% | +11.2% | +12.2% | +16.1% |
| YTD | -17.1% | +20.0% | -37.1% | -26.8% |
| 1Y | -10.1% | +21.3% | -31.4% | -21.3% |
| 3Y | +4.0% | +43.8% | -39.8% | -24.3% |
| 5Y | -26.7% | +43.3% | -70.0% | -47.3% |
| All | -26.7% | +43.1% | -69.8% | -47.3% |
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