+169.4%
XLV vs CRL
+256.1%
-86.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -3.6% | -3.5% | 0.0% | -2.7% |
| 30D | -1.8% | -2.1% | +0.3% | -1.3% |
| 3M | +7.8% | +48.0% | -40.2% | -2.8% |
| 6M | +9.1% | +64.7% | -55.6% | -5.1% |
| YTD | +7.7% | +39.5% | -31.8% | -2.7% |
| 1Y | +20.4% | +74.2% | -53.8% | +2.1% |
| 3Y | +30.8% | +39.4% | -8.6% | +11.6% |
| 5Y | +34.6% | -36.9% | +71.5% | +45.4% |
| All | +169.4% | +256.1% | -86.7% | +43.2% |
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