+39.8%
XLE vs CRL
+103.8%
-64.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.4% |
| 7D | -6.7% | -1.7% | -5.0% | -6.8% |
| 30D | -4.4% | +14.6% | -19.0% | -3.3% |
| 3M | +4.0% | +24.8% | -20.8% | +5.9% |
| 6M | +13.2% | +94.7% | -81.5% | +19.7% |
| YTD | +41.9% | +73.4% | -31.5% | +48.5% |
| All | +39.8% | +103.8% | -64.0% | +42.7% |
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