+147.8%
XEL vs CRS
+1,392.1%
-1,244.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | -6.8% | +6.5% | +0.2% |
| 30D | -3.9% | -16.1% | +12.2% | -2.7% |
| 3M | -2.8% | -21.2% | +18.4% | -1.3% |
| 6M | -5.4% | +8.7% | -14.1% | -6.4% |
| YTD | +3.8% | +41.0% | -37.2% | +0.5% |
| 1Y | +6.8% | +82.7% | -75.8% | +1.1% |
| 3Y | +45.6% | +604.8% | -559.2% | +20.4% |
| 5Y | +30.7% | +1,384.7% | -1,354.0% | -0.6% |
| All | +147.8% | +1,392.1% | -1,244.2% | +69.1% |
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 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