+1,395.7%
CRS vs XHB
+167.3%
+1,228.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -19.6% | -9.1% | -10.5% | -13.6% |
| 3M | -8.1% | -2.3% | -5.8% | -7.0% |
| 6M | +18.6% | -4.1% | +22.7% | +22.3% |
| YTD | +45.9% | -1.7% | +47.6% | +46.5% |
| 1Y | +82.5% | -15.1% | +97.6% | +104.7% |
| 3Y | +648.9% | +26.8% | +622.1% | +490.6% |
| 5Y | +1,438.1% | +37.3% | +1,400.8% | +1,027.1% |
| 10Y | +1,327.0% | +205.7% | +1,121.3% | +497.8% |
| All | +1,395.7% | +167.3% | +1,228.4% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling