+145.6%
XLK vs CRL
-38.6%
+184.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -0.4% | -6.9% | +6.5% | +1.3% |
| 30D | -0.5% | -3.2% | +2.7% | +0.2% |
| 3M | +5.0% | +46.5% | -41.6% | -5.2% |
| 6M | +32.9% | +63.1% | -30.3% | +15.6% |
| YTD | +29.0% | +36.9% | -7.9% | +17.1% |
| 1Y | +37.8% | +78.1% | -40.3% | +15.7% |
| 3Y | +118.7% | +36.7% | +82.0% | +87.2% |
| 5Y | +145.6% | -38.1% | +183.6% | +155.1% |
| All | +145.6% | -38.6% | +184.2% | +155.1% |
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 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