-4.5%
CRS vs XME
+5.2%
-9.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.0% |
| 7D | +4.3% | -5.5% | +9.8% | +7.9% |
| 30D | -25.5% | -11.1% | -14.4% | -20.0% |
| 3M | -48.7% | -11.1% | -37.6% | -45.3% |
| 6M | -31.6% | -18.0% | -13.6% | -24.5% |
| YTD | -7.0% | -7.4% | +0.3% | -10.7% |
| 1Y | -4.5% | +6.7% | -11.2% | -16.4% |
| All | -4.5% | +5.2% | -9.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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