+907.0%
XLI vs CRL
+1,339.8%
-432.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | +1.0% | -0.6% | +1.5% | +1.1% |
| 30D | -5.8% | +5.0% | -10.8% | -7.1% |
| 3M | +0.7% | +50.6% | -49.9% | -10.1% |
| 6M | +3.2% | +60.9% | -57.8% | -10.4% |
| YTD | +13.0% | +40.7% | -27.7% | +1.2% |
| 1Y | +16.8% | +73.3% | -56.5% | -1.8% |
| 3Y | +72.4% | +40.6% | +31.9% | +45.8% |
| 5Y | +82.8% | -37.0% | +119.7% | +87.0% |
| 10Y | +252.4% | +244.3% | +8.2% | +117.7% |
| All | +907.0% | +1,339.8% | -432.8% | +345.3% |
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