+1.4%
CRM vs XLY
-2.6%
+4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -4.4% | -1.7% | -2.7% | -3.8% |
| 30D | +28.1% | -4.2% | +32.3% | +30.3% |
| 3M | +48.8% | -2.7% | +51.5% | +50.1% |
| 6M | +28.3% | -0.6% | +28.9% | +27.6% |
| YTD | -6.0% | -5.0% | -1.0% | -2.8% |
| 1Y | +1.4% | -4.1% | +5.5% | +4.0% |
| All | +1.4% | -2.6% | +4.1% | +4.0% |
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