+133.6%
XLC vs CRL
+194.6%
-61.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +3.1% | +8.9% | -5.8% | +0.8% |
| 30D | -4.2% | +14.0% | -18.2% | -8.0% |
| 3M | -2.1% | +19.8% | -22.0% | -7.5% |
| 6M | -6.6% | +102.0% | -108.6% | -24.1% |
| YTD | -7.8% | +70.8% | -78.6% | -22.5% |
| 1Y | -4.1% | +98.7% | -102.8% | -23.0% |
| 3Y | +62.6% | +98.2% | -35.5% | +21.4% |
| 5Y | +39.6% | -11.7% | +51.3% | +36.4% |
| All | +133.6% | +194.6% | -61.1% | +23.9% |
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