+135.9%
XLU vs CRL
+256.1%
-120.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -1.6% | -3.5% | +1.9% | -1.1% |
| 30D | -3.3% | -2.1% | -1.2% | -3.1% |
| 3M | -3.2% | +48.0% | -51.1% | -8.8% |
| 6M | -7.0% | +64.7% | -71.7% | -14.4% |
| YTD | +0.6% | +39.5% | -38.9% | -5.3% |
| 1Y | +2.4% | +74.2% | -71.8% | -7.5% |
| 3Y | +46.3% | +39.4% | +6.9% | +32.4% |
| 5Y | +44.0% | -36.9% | +80.9% | +52.0% |
| All | +135.9% | +256.1% | -120.2% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling