+398.8%
XLF vs CRL
+1,379.5%
-980.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +0.2% | +10.7% | -10.5% | -2.8% |
| 3M | +11.7% | +55.3% | -43.6% | -2.4% |
| 6M | +13.8% | +60.7% | -46.9% | -2.7% |
| YTD | +7.0% | +44.6% | -37.6% | -6.1% |
| 1Y | +9.1% | +77.7% | -68.6% | -10.6% |
| 3Y | +75.6% | +37.6% | +38.0% | +46.3% |
| 5Y | +66.4% | -35.8% | +102.3% | +69.8% |
| 10Y | +250.3% | +241.7% | +8.5% | +100.9% |
| All | +398.8% | +1,379.5% | -980.7% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling