+889.8%
XLI vs CRL
+1,657.4%
-767.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +0.9% | +5.0% | -4.1% | -0.5% |
| 30D | +1.1% | +13.5% | -12.5% | -2.6% |
| 3M | -7.7% | +21.5% | -29.2% | -12.9% |
| 6M | -1.8% | +103.4% | -105.2% | -19.8% |
| YTD | +11.1% | +71.8% | -60.7% | -6.2% |
| 1Y | +12.1% | +97.5% | -85.4% | -8.9% |
| 3Y | +73.8% | +99.2% | -25.4% | +33.3% |
| 5Y | +73.8% | -12.1% | +85.9% | +62.1% |
| 10Y | +231.7% | +359.2% | -127.5% | +89.2% |
| All | +889.8% | +1,657.4% | -767.6% | +312.8% |
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