-11.2%
CRM vs XLV
+30.0%
-41.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.5% |
| 7D | -3.7% | +0.5% | -4.1% | -3.7% |
| 30D | -1.1% | +10.7% | -11.8% | -3.0% |
| 3M | +15.5% | +13.1% | +2.4% | +12.3% |
| 6M | +19.5% | +28.3% | -8.9% | +17.2% |
| YTD | -15.5% | +20.9% | -36.4% | -16.5% |
| 1Y | -11.2% | +29.1% | -40.3% | -14.3% |
| All | -11.2% | +30.0% | -41.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling