+910.3%
XBI vs CRS
+1,385.2%
-474.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -4.6% | -4.1% | -0.5% | -3.5% |
| 30D | -0.8% | -16.6% | +15.8% | +4.1% |
| 3M | +21.8% | -14.3% | +36.1% | +26.3% |
| 6M | +23.2% | +11.6% | +11.6% | +18.1% |
| YTD | +28.7% | +42.6% | -13.8% | +14.6% |
| 1Y | +67.8% | +81.8% | -14.0% | +37.8% |
| 3Y | +100.6% | +632.1% | -531.4% | +6.0% |
| 5Y | +19.8% | +1,401.6% | -1,381.8% | -50.8% |
| 10Y | +159.7% | +1,379.0% | -1,219.3% | -6.9% |
| All | +910.3% | +1,385.2% | -474.9% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling