+5,066.8%
CRM vs XLP
+598.8%
+4,468.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +1.6% |
| 7D | -4.0% | -0.5% | -3.5% | -3.4% |
| 30D | -6.8% | +8.3% | -15.1% | -14.5% |
| 3M | +10.6% | +8.7% | +1.9% | +0.8% |
| 6M | +23.4% | +11.2% | +12.2% | +9.5% |
| YTD | -17.1% | +20.0% | -37.1% | -33.5% |
| 1Y | -10.1% | +21.3% | -31.4% | -28.8% |
| 3Y | +4.0% | +43.8% | -39.8% | -34.0% |
| 5Y | -26.7% | +43.3% | -70.0% | -53.5% |
| 10Y | +197.9% | +136.8% | +61.1% | -2.2% |
| All | +5,066.8% | +598.8% | +4,468.0% | +471.7% |
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