+5,062.8%
CRM vs XLP
+605.7%
+4,457.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -1.3% |
| 7D | +2.0% | +2.5% | -0.6% | -0.7% |
| 30D | -7.7% | +7.3% | -15.0% | -14.4% |
| 3M | +8.4% | +8.1% | +0.3% | -0.7% |
| 6M | +31.9% | +10.5% | +21.4% | +18.0% |
| YTD | -17.2% | +21.2% | -38.4% | -34.2% |
| 1Y | -8.6% | +22.7% | -31.3% | -28.5% |
| 3Y | +3.1% | +44.8% | -41.7% | -34.9% |
| 5Y | -27.6% | +44.7% | -72.3% | -54.5% |
| 10Y | +197.6% | +139.1% | +58.5% | -3.3% |
| All | +5,062.8% | +605.7% | +4,457.1% | +465.4% |
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