+43.4%
XLK vs CRL
+78.8%
-35.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | +0.7% | +10.7% | -9.9% | -0.6% |
| 3M | -2.9% | +55.3% | -58.2% | -9.0% |
| 6M | +34.3% | +60.7% | -26.4% | +24.4% |
| YTD | +30.4% | +44.6% | -14.2% | +22.9% |
| 1Y | +43.4% | +77.7% | -34.4% | +32.0% |
| All | +43.4% | +78.8% | -35.5% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling