+28.8%
XLV vs CRCL
+41.2%
-12.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.4% |
| 7D | -2.2% | -4.5% | +2.4% | -2.1% |
| 30D | +0.2% | +36.1% | -35.8% | +0.1% |
| 3M | +9.5% | +25.2% | -15.6% | +9.4% |
| 6M | +12.9% | -15.6% | +28.5% | +12.9% |
| YTD | +9.3% | +22.8% | -13.6% | +8.9% |
| 1Y | +23.6% | -22.3% | +45.8% | +23.6% |
| All | +28.8% | +41.2% | -12.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling