+238.9%
CRM vs XLY
+220.9%
+18.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.1% |
| 7D | -4.4% | -1.7% | -2.7% | -2.9% |
| 30D | +28.1% | -4.2% | +32.3% | +33.2% |
| 3M | +48.8% | -2.7% | +51.5% | +52.1% |
| 6M | +28.3% | -0.6% | +28.9% | +26.8% |
| YTD | -6.0% | -5.0% | -1.0% | -2.9% |
| 1Y | +1.4% | -4.1% | +5.5% | +3.5% |
| 3Y | +11.8% | +33.6% | -21.8% | -19.3% |
| 5Y | -2.0% | +28.7% | -30.7% | -26.6% |
| All | +238.9% | +220.9% | +18.0% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling