-5.8%
XLC vs CRL
+85.3%
-91.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.3% | +10.7% | +3.8% |
| 7D | +1.8% | -12.8% | +14.5% | +2.5% |
| 30D | -6.0% | +5.0% | -11.0% | -6.5% |
| 3M | -6.0% | +39.4% | -45.4% | -8.6% |
| 6M | -9.1% | +89.4% | -98.4% | -14.1% |
| YTD | -10.0% | +63.6% | -73.6% | -14.6% |
| 1Y | -5.8% | +83.5% | -89.3% | -11.7% |
| All | -5.8% | +85.3% | -91.2% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling