+64.4%
XLF vs CRL
-37.6%
+102.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -1.0% | -4.6% | +3.6% | -0.2% |
| 30D | -1.3% | +0.5% | -1.8% | -1.4% |
| 3M | +9.1% | +46.6% | -37.5% | +1.2% |
| 6M | +14.4% | +57.3% | -42.9% | +3.8% |
| YTD | +5.1% | +39.5% | -34.5% | -2.6% |
| 1Y | +8.6% | +76.9% | -68.2% | -4.4% |
| 3Y | +74.4% | +39.4% | +35.1% | +55.1% |
| 5Y | +64.4% | -37.2% | +101.5% | +61.5% |
| All | +64.4% | -37.6% | +102.0% | +61.5% |
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