-11.2%
CRM vs XLY
-0.8%
-10.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.7% |
| 7D | -3.7% | +1.2% | -4.9% | -4.1% |
| 30D | -1.1% | +5.3% | -6.4% | -3.0% |
| 3M | +15.5% | -0.6% | +16.1% | +15.7% |
| 6M | +19.5% | +0.1% | +19.4% | +18.3% |
| YTD | -15.5% | -0.9% | -14.6% | -13.3% |
| 1Y | -11.2% | -1.6% | -9.6% | -8.6% |
| All | -11.2% | -0.8% | -10.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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