+164.7%
XLB vs CRL
+354.1%
-189.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | 0.0% | +8.9% | -8.9% | -2.4% |
| 30D | +5.3% | +14.0% | -8.7% | +0.9% |
| 3M | 0.0% | +19.8% | -19.8% | -5.7% |
| 6M | +1.2% | +102.0% | -100.8% | -18.3% |
| YTD | +16.9% | +70.8% | -54.0% | -2.3% |
| 1Y | +20.9% | +98.7% | -77.8% | -3.5% |
| 3Y | +43.3% | +98.2% | -54.8% | +6.9% |
| 5Y | +28.3% | -11.7% | +40.0% | +23.7% |
| All | +164.7% | +354.1% | -189.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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