+33.6%
XLY vs CRL
+38.6%
-5.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -1.7% | -3.5% | +1.9% | -1.0% |
| 30D | -4.2% | -2.1% | -2.0% | -3.8% |
| 3M | -2.7% | +48.0% | -50.6% | -10.5% |
| 6M | -0.6% | +64.7% | -65.4% | -11.3% |
| YTD | -5.0% | +39.5% | -44.5% | -12.5% |
| 1Y | -4.1% | +74.2% | -78.3% | -16.1% |
| 3Y | +33.6% | +39.4% | -5.8% | +18.2% |
| All | +33.6% | +38.6% | -5.0% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling