+61.0%
XLC vs CRL
+86.4%
-25.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.8% | -7.4% | -0.5% |
| 7D | +4.9% | -6.1% | +11.0% | +5.5% |
| 30D | -5.8% | +12.4% | -18.2% | -7.4% |
| 3M | -5.4% | +27.1% | -32.6% | -8.6% |
| 6M | -10.2% | +85.7% | -95.9% | -17.7% |
| YTD | -10.2% | +69.2% | -79.4% | -17.1% |
| 1Y | -5.6% | +97.5% | -103.1% | -14.9% |
| 3Y | +61.0% | +86.1% | -25.1% | +41.6% |
| All | +61.0% | +86.4% | -25.4% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling