+612.8%
CRS vs XHB
+21.1%
+591.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.7% |
| 7D | -4.1% | -5.2% | +1.1% | -0.7% |
| 30D | -16.6% | -12.1% | -4.4% | -9.5% |
| 3M | -14.3% | -6.2% | -8.1% | -11.1% |
| 6M | +11.6% | -6.7% | +18.3% | +16.3% |
| YTD | +42.6% | -5.5% | +48.0% | +46.6% |
| 1Y | +81.8% | -15.6% | +97.5% | +99.9% |
| All | +612.8% | +21.1% | +591.7% | +497.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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