+49.9%
XLE vs CRL
+85.3%
-35.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.3% | +2.5% | -5.1% |
| 7D | -7.2% | -12.8% | +5.5% | -7.9% |
| 30D | +0.1% | +5.0% | -4.9% | +0.8% |
| 3M | +9.2% | +39.4% | -30.2% | +12.6% |
| 6M | +8.4% | +89.4% | -81.0% | +14.4% |
| YTD | +44.9% | +63.6% | -18.7% | +51.8% |
| 1Y | +49.9% | +83.5% | -33.6% | +54.8% |
| All | +49.9% | +85.3% | -35.5% | +54.8% |
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