+6,032.9%
CRM vs XLP
+542.1%
+5,490.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.1% |
| 7D | +1.3% | -1.0% | +2.3% | +2.3% |
| 30D | +34.3% | -0.9% | +35.2% | +35.3% |
| 3M | +37.7% | +3.8% | +33.9% | +32.3% |
| 6M | +34.9% | -1.7% | +36.7% | +35.8% |
| YTD | -1.6% | +10.3% | -11.9% | -13.4% |
| 1Y | +7.1% | +7.8% | -0.7% | -3.8% |
| 3Y | +19.0% | +27.2% | -8.2% | -13.5% |
| 5Y | -1.3% | +32.5% | -33.8% | -31.9% |
| 10Y | +251.2% | +101.8% | +149.4% | +39.6% |
| All | +6,032.9% | +542.1% | +5,490.8% | +643.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling