+405.6%
XLF vs CRL
+1,633.2%
-1,227.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +7.6% | +11.9% | -4.3% | +3.5% |
| 3M | +1.1% | +20.2% | -19.1% | -5.1% |
| 6M | +15.9% | +107.5% | -91.6% | -8.0% |
| YTD | +8.4% | +69.4% | -61.0% | -9.9% |
| 1Y | +12.5% | +99.7% | -87.2% | -11.1% |
| 3Y | +81.6% | +98.8% | -17.2% | +34.5% |
| 5Y | +59.3% | -12.4% | +71.7% | +47.2% |
| 10Y | +225.4% | +352.9% | -127.4% | +70.7% |
| All | +405.6% | +1,633.2% | -1,227.6% | +94.1% |
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 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