+58.0%
XLF vs CRL
-13.0%
+71.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.2% | +8.9% | -7.6% | -0.4% |
| 30D | +6.2% | +14.0% | -7.8% | +3.2% |
| 3M | +0.9% | +19.8% | -19.0% | -3.1% |
| 6M | +13.6% | +102.0% | -88.4% | -1.8% |
| YTD | +7.6% | +70.8% | -63.3% | -4.6% |
| 1Y | +10.2% | +98.7% | -88.6% | -5.3% |
| 3Y | +79.8% | +98.2% | -18.3% | +47.1% |
| 5Y | +58.0% | -11.7% | +69.7% | +50.1% |
| All | +58.0% | -13.0% | +71.0% | +50.1% |
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