+1,350.3%
CRS vs XHB
+33.0%
+1,317.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.3% |
| 7D | -6.8% | -4.6% | -2.1% | -3.5% |
| 30D | -16.1% | -9.1% | -7.0% | -10.3% |
| 3M | -21.2% | -8.6% | -12.6% | -16.5% |
| 6M | +8.7% | -4.0% | +12.7% | +11.7% |
| YTD | +41.0% | -3.9% | +44.9% | +43.7% |
| 1Y | +82.7% | -16.5% | +99.1% | +105.5% |
| 3Y | +604.8% | +22.6% | +582.2% | +466.0% |
| All | +1,350.3% | +33.0% | +1,317.3% | +944.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling