+828.0%
XLB vs CRL
+1,379.5%
-551.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -0.4% | +10.7% | -11.0% | -3.1% |
| 3M | +2.0% | +55.3% | -53.3% | -10.0% |
| 6M | +1.8% | +60.7% | -58.8% | -11.9% |
| YTD | +16.6% | +44.6% | -28.0% | +3.3% |
| 1Y | +16.9% | +77.7% | -60.8% | -2.8% |
| 3Y | +32.6% | +37.6% | -5.1% | +12.3% |
| 5Y | +35.6% | -35.8% | +71.5% | +38.4% |
| 10Y | +160.0% | +241.7% | -81.7% | +58.9% |
| All | +828.0% | +1,379.5% | -551.5% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling