+559.7%
XLP vs CRL
+1,379.5%
-819.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -0.9% | +10.7% | -11.5% | -2.2% |
| 3M | +3.8% | +55.3% | -51.5% | -2.2% |
| 6M | -1.7% | +60.7% | -62.4% | -8.4% |
| YTD | +10.3% | +44.6% | -34.4% | +3.9% |
| 1Y | +7.8% | +77.7% | -70.0% | -1.5% |
| 3Y | +27.2% | +37.6% | -10.4% | +16.9% |
| 5Y | +32.5% | -35.8% | +68.4% | +33.6% |
| 10Y | +101.8% | +241.7% | -140.0% | +55.0% |
| All | +559.7% | +1,379.5% | -819.8% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling