+639.7%
XLU vs CRL
+1,339.8%
-700.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | -0.4% | +5.0% | -5.3% | -1.1% |
| 3M | +0.5% | +50.6% | -50.1% | -5.6% |
| 6M | -5.8% | +60.9% | -66.7% | -12.9% |
| YTD | +3.1% | +40.7% | -37.6% | -3.1% |
| 1Y | +8.1% | +73.3% | -65.2% | -1.9% |
| 3Y | +50.5% | +40.6% | +10.0% | +36.6% |
| 5Y | +44.7% | -37.0% | +81.7% | +46.2% |
| 10Y | +136.8% | +244.3% | -107.4% | +78.0% |
| All | +639.7% | +1,339.8% | -700.1% | +353.9% |
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