+34.1%
XLP vs CRL
-35.5%
+69.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.0% | -1.0% | 0.0% | -1.0% |
| 30D | -0.9% | +10.7% | -11.5% | -1.5% |
| 3M | +3.8% | +55.3% | -51.5% | +0.7% |
| 6M | -1.7% | +60.7% | -62.4% | -5.1% |
| YTD | +10.3% | +44.6% | -34.4% | +7.1% |
| 1Y | +7.8% | +77.7% | -70.0% | +2.8% |
| 3Y | +27.2% | +37.6% | -10.4% | +21.8% |
| All | +34.1% | -35.5% | +69.6% | +34.3% |
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 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