+83.7%
XLI vs CRL
-37.1%
+120.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +1.0% | -0.6% | +1.5% | +1.1% |
| 30D | -5.8% | +5.0% | -10.8% | -6.8% |
| 3M | +0.7% | +50.6% | -49.9% | -7.4% |
| 6M | +3.2% | +60.9% | -57.8% | -7.0% |
| YTD | +13.0% | +40.7% | -27.7% | +4.3% |
| 1Y | +16.8% | +73.3% | -56.5% | +2.7% |
| 3Y | +72.4% | +40.6% | +31.9% | +52.8% |
| All | +83.7% | -37.1% | +120.7% | +80.5% |
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