+11.8%
CRM vs XLV
+31.7%
-19.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -3.6% | -0.9% | -2.4% |
| 30D | +28.1% | -1.8% | +30.0% | +29.3% |
| 3M | +48.8% | +7.8% | +41.0% | +42.8% |
| 6M | +28.3% | +9.1% | +19.1% | +22.2% |
| YTD | -6.0% | +7.7% | -13.7% | -9.9% |
| 1Y | +1.4% | +20.4% | -19.0% | -10.9% |
| 3Y | +11.8% | +30.8% | -18.9% | -12.2% |
| All | +11.8% | +31.7% | -19.9% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling