+27.0%
XLV vs CRCL
+31.3%
-4.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -11.2% | +7.7% | -3.5% |
| 30D | -1.8% | +27.1% | -28.9% | -2.0% |
| 3M | +7.8% | +9.6% | -1.9% | +7.7% |
| 6M | +9.1% | -19.7% | +28.8% | +9.1% |
| YTD | +7.7% | +14.2% | -6.5% | +7.4% |
| 1Y | +20.4% | -32.2% | +52.7% | +20.5% |
| All | +27.0% | +31.3% | -4.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3y: compounded portfolio wealth divided by compounded CRCL 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…
3y analysis · Full analysis span regression · 6 months rolling