+64.9%
XLE vs CRCL
+30.9%
+34.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | +0.5% | -12.5% | +13.0% | +0.5% |
| 30D | +6.6% | +26.9% | -20.4% | +6.4% |
| 3M | +12.3% | +14.4% | -2.2% | +12.2% |
| 6M | +18.4% | -23.5% | +41.9% | +18.6% |
| YTD | +47.2% | +13.9% | +33.3% | +46.2% |
| 1Y | +50.3% | -20.6% | +70.8% | +49.7% |
| All | +64.9% | +30.9% | +34.0% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 5y: compounded portfolio wealth divided by compounded CRCL 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…
5y analysis · Full analysis span regression · 6 months rolling