+42.0%
XLP vs CRL
-10.4%
+52.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -1.7% |
| 7D | +0.7% | -6.1% | +6.8% | +1.0% |
| 30D | +10.3% | +12.4% | -2.1% | +9.3% |
| 3M | +6.5% | +27.1% | -20.6% | +4.7% |
| 6M | +8.4% | +85.7% | -77.3% | +3.6% |
| YTD | +18.2% | +69.2% | -51.0% | +13.4% |
| 1Y | +22.4% | +97.5% | -75.1% | +15.9% |
| 3Y | +41.9% | +86.1% | -44.2% | +31.8% |
| All | +42.0% | -10.4% | +52.4% | +40.1% |
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