+149.7%
XBI vs CRS
+1,392.1%
-1,242.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -4.6% | -6.8% | +2.1% | -2.9% |
| 30D | -2.0% | -16.1% | +14.1% | +2.4% |
| 3M | +17.8% | -21.2% | +39.0% | +24.5% |
| 6M | +23.7% | +8.7% | +15.0% | +19.7% |
| YTD | +28.2% | +41.0% | -12.7% | +15.4% |
| 1Y | +64.0% | +82.7% | -18.7% | +36.3% |
| 3Y | +99.4% | +604.8% | -505.4% | +10.4% |
| 5Y | +19.3% | +1,384.7% | -1,365.4% | -48.4% |
| All | +149.7% | +1,392.1% | -1,242.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling