+82.7%
CRS vs XME
+34.9%
+47.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -6.8% | -4.2% | -2.6% | -4.8% |
| 30D | -16.1% | -2.7% | -13.4% | -15.1% |
| 3M | -21.2% | -3.9% | -17.2% | -20.0% |
| 6M | +8.7% | -1.0% | +9.7% | +7.2% |
| YTD | +41.0% | +9.8% | +31.2% | +30.8% |
| 1Y | +82.7% | +32.5% | +50.1% | +57.3% |
| All | +82.7% | +34.9% | +47.8% | +57.3% |
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