+42.7%
XLP vs CRL
-16.7%
+59.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +3.5% | -16.8% | +20.3% | +4.5% |
| 30D | +11.6% | +2.6% | +8.9% | +11.1% |
| 3M | +7.6% | +20.1% | -12.4% | +6.1% |
| 6M | +10.0% | +68.8% | -58.8% | +5.8% |
| YTD | +19.7% | +56.9% | -37.2% | +15.4% |
| 1Y | +23.5% | +86.7% | -63.2% | +17.2% |
| 3Y | +44.0% | +72.1% | -28.1% | +34.4% |
| 5Y | +42.7% | -16.6% | +59.3% | +41.4% |
| All | +42.7% | -16.7% | +59.4% | +41.4% |
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