+1.4%
CRM vs XLV
+21.9%
-20.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -3.6% | -0.9% | -3.7% |
| 30D | +28.1% | -1.8% | +30.0% | +28.3% |
| 3M | +48.8% | +7.8% | +41.0% | +48.4% |
| 6M | +28.3% | +9.1% | +19.1% | +29.4% |
| YTD | -6.0% | +7.7% | -13.7% | -5.1% |
| 1Y | +1.4% | +20.4% | -19.0% | +3.1% |
| All | +1.4% | +21.9% | -20.4% | +3.1% |
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