+5,760.6%
CRM vs XLU
+665.2%
+5,095.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -4.4% | -1.6% | -2.8% | -3.5% |
| 30D | +28.1% | -3.3% | +31.4% | +30.6% |
| 3M | +48.8% | -3.2% | +52.0% | +51.1% |
| 6M | +28.3% | -7.0% | +35.2% | +32.2% |
| YTD | -6.0% | +0.6% | -6.6% | -8.3% |
| 1Y | +1.4% | +2.4% | -1.0% | -2.6% |
| 3Y | +11.8% | +46.3% | -34.4% | -17.7% |
| 5Y | -2.0% | +44.0% | -46.0% | -27.8% |
| 10Y | +239.6% | +140.1% | +99.6% | +60.8% |
| All | +5,760.6% | +665.2% | +5,095.4% | +821.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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