+3.6%
XLY vs CRL
+85.3%
-81.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.3% | +11.5% | +5.1% |
| 7D | +6.1% | -12.8% | +18.8% | +7.8% |
| 30D | +10.8% | +5.0% | +5.8% | +9.4% |
| 3M | +3.6% | +39.4% | -35.7% | -2.3% |
| 6M | +4.4% | +89.4% | -85.0% | -7.3% |
| YTD | +3.1% | +63.6% | -60.5% | -6.5% |
| 1Y | +3.6% | +83.5% | -79.9% | -7.9% |
| All | +3.6% | +85.3% | -81.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling