+820.5%
XLB vs CRS
+5,266.7%
-4,446.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.4% | -16.6% | +16.3% | +5.3% |
| 3M | +2.0% | -3.5% | +5.4% | +2.1% |
| 6M | +1.8% | +15.4% | -13.6% | -4.5% |
| YTD | +16.6% | +51.2% | -34.6% | -0.5% |
| 1Y | +16.9% | +98.3% | -81.4% | -10.1% |
| 3Y | +32.6% | +651.5% | -619.0% | -38.5% |
| 5Y | +35.6% | +1,411.1% | -1,375.5% | -53.1% |
| 10Y | +160.0% | +1,424.3% | -1,264.3% | -25.1% |
| All | +820.5% | +5,266.7% | -4,446.1% | +40.7% |
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