+172.7%
XLE vs CRL
+255.5%
-82.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +11.8% | +10.7% | +1.1% | +9.1% |
| 3M | +9.8% | +55.3% | -45.5% | -1.8% |
| 6M | +15.6% | +60.7% | -45.1% | +1.2% |
| YTD | +45.3% | +44.6% | +0.6% | +29.8% |
| 1Y | +48.3% | +77.7% | -29.4% | +24.3% |
| 3Y | +55.4% | +37.6% | +17.8% | +32.3% |
| 5Y | +216.1% | -35.8% | +251.9% | +243.5% |
| All | +172.7% | +255.5% | -82.8% | +46.4% |
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