+616.4%
XLP vs CRL
+1,505.2%
-888.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.2% |
| 7D | +3.5% | -16.8% | +20.3% | +5.7% |
| 30D | +11.6% | +2.6% | +8.9% | +10.8% |
| 3M | +7.6% | +20.1% | -12.4% | +4.7% |
| 6M | +10.0% | +68.8% | -58.8% | +1.9% |
| YTD | +19.7% | +56.9% | -37.2% | +11.2% |
| 1Y | +23.5% | +86.7% | -63.2% | +11.9% |
| 3Y | +44.0% | +72.1% | -28.1% | +27.8% |
| 5Y | +42.7% | -16.6% | +59.3% | +38.3% |
| 10Y | +131.3% | +359.0% | -227.7% | +70.4% |
| All | +616.4% | +1,505.2% | -888.8% | +337.8% |
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