+29.5%
XLB vs CRS
-3.8%
+33.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.0% | +2.7% |
| 7D | +3.9% | +4.3% | -0.4% | +3.4% |
| 30D | +8.9% | -25.5% | +34.4% | +12.3% |
| 3M | +4.1% | -48.7% | +52.8% | +13.5% |
| 6M | +7.3% | -31.6% | +38.9% | +10.5% |
| YTD | +20.4% | -7.0% | +27.4% | +18.0% |
| 1Y | +29.5% | -4.5% | +34.0% | +26.0% |
| All | +29.5% | -3.8% | +33.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling