+168.9%
XLE vs CRL
+362.2%
-193.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.9% |
| 7D | -6.7% | -1.7% | -5.0% | -6.4% |
| 30D | -4.4% | +14.6% | -19.0% | -7.7% |
| 3M | +4.0% | +24.8% | -20.8% | -1.8% |
| 6M | +13.2% | +94.7% | -81.5% | -4.9% |
| YTD | +41.9% | +73.4% | -31.5% | +21.1% |
| 1Y | +41.6% | +104.7% | -63.0% | +15.3% |
| 3Y | +64.0% | +101.1% | -37.1% | +25.2% |
| 5Y | +158.1% | -10.8% | +168.9% | +153.5% |
| All | +168.9% | +362.2% | -193.3% | +42.3% |
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