+139.9%
XLC vs CRL
+140.6%
-0.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -1.4% | -4.6% | +3.2% | -0.2% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | -0.3% | +46.6% | -46.9% | -10.7% |
| 6M | -5.2% | +57.3% | -62.4% | -17.6% |
| YTD | -5.3% | +39.5% | -44.8% | -15.4% |
| 1Y | -2.8% | +76.9% | -79.7% | -19.6% |
| 3Y | +71.2% | +39.4% | +31.8% | +43.1% |
| 5Y | +37.6% | -37.2% | +74.7% | +50.1% |
| All | +139.9% | +140.6% | -0.8% | +35.3% |
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 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