+29.0%
XLB vs CRL
-10.4%
+39.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.6% | -2.3% |
| 7D | -1.5% | -6.1% | +4.6% | -0.5% |
| 30D | +6.1% | +12.4% | -6.3% | +3.0% |
| 3M | 0.0% | +27.1% | -27.1% | -5.4% |
| 6M | 0.0% | +85.7% | -85.8% | -13.3% |
| YTD | +16.0% | +69.2% | -53.2% | +1.8% |
| 1Y | +24.7% | +97.5% | -72.8% | +5.5% |
| 3Y | +40.4% | +86.1% | -45.7% | +14.4% |
| All | +29.0% | -10.4% | +39.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling