+166.5%
XLE vs CRL
-13.0%
+179.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | +8.9% | -4.5% | +3.3% |
| 30D | -4.3% | +14.0% | -18.2% | -5.8% |
| 3M | +6.0% | +19.8% | -13.8% | +3.5% |
| 6M | +13.2% | +102.0% | -88.8% | +3.0% |
| YTD | +46.7% | +70.8% | -24.1% | +35.8% |
| 1Y | +46.6% | +98.7% | -52.1% | +32.2% |
| 3Y | +69.6% | +98.2% | -28.6% | +46.8% |
| 5Y | +166.5% | -11.7% | +178.2% | +157.8% |
| All | +166.5% | -13.0% | +179.5% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling