+1,350.3%
CRS vs XME
+162.6%
+1,187.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.3% |
| 7D | -6.8% | -4.2% | -2.6% | -3.6% |
| 30D | -16.1% | -2.7% | -13.4% | -14.7% |
| 3M | -21.2% | -3.9% | -17.2% | -19.5% |
| 6M | +8.7% | -1.0% | +9.7% | +7.2% |
| YTD | +41.0% | +9.8% | +31.2% | +24.8% |
| 1Y | +82.7% | +32.5% | +50.1% | +33.9% |
| 3Y | +604.8% | +124.3% | +480.4% | +214.6% |
| All | +1,350.3% | +162.6% | +1,187.7% | +444.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling