+167.2%
XLE vs CRL
+386.8%
-219.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -1.8% |
| 7D | -12.0% | -6.1% | -5.9% | -10.8% |
| 30D | -2.7% | +12.4% | -15.1% | -5.6% |
| 3M | +6.6% | +27.1% | -20.5% | +0.3% |
| 6M | +9.5% | +85.7% | -76.2% | -6.9% |
| YTD | +40.6% | +69.2% | -28.6% | +20.6% |
| 1Y | +43.6% | +97.5% | -53.9% | +17.9% |
| 3Y | +58.1% | +86.1% | -28.0% | +23.5% |
| 5Y | +152.2% | -10.0% | +162.2% | +145.4% |
| All | +167.2% | +386.8% | -219.6% | +38.3% |
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