+21.5%
XLP vs CRL
+98.1%
-76.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.4% |
| 7D | -0.5% | +5.0% | -5.6% | -0.3% |
| 30D | +8.3% | +13.5% | -5.2% | +8.4% |
| 3M | +8.7% | +21.5% | -12.8% | +8.7% |
| 6M | +11.2% | +103.4% | -92.2% | +11.4% |
| YTD | +20.0% | +71.8% | -51.8% | +19.5% |
| All | +21.5% | +98.1% | -76.5% | +19.0% |
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