+159.6%
XLB vs CRL
+241.6%
-82.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | -1.7% | +5.0% | -6.7% | -3.1% |
| 3M | +4.4% | +50.6% | -46.2% | -7.4% |
| 6M | +5.0% | +60.9% | -55.9% | -9.6% |
| YTD | +15.5% | +40.7% | -25.3% | +2.7% |
| 1Y | +14.9% | +73.3% | -58.4% | -4.6% |
| 3Y | +34.5% | +40.6% | -6.0% | +12.3% |
| 5Y | +36.5% | -37.0% | +73.5% | +47.0% |
| 10Y | +159.6% | +244.3% | -84.7% | +43.4% |
| All | +159.6% | +241.6% | -82.0% | +43.4% |
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