+823.0%
XLB vs CRS
+3,283.8%
-2,460.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.7% |
| 7D | 0.0% | +7.4% | -7.4% | -2.4% |
| 30D | +5.3% | -21.2% | +26.5% | +11.9% |
| 3M | 0.0% | -43.3% | +43.3% | +17.7% |
| 6M | +1.2% | -29.4% | +30.6% | +10.1% |
| YTD | +16.9% | -4.7% | +21.6% | +13.7% |
| 1Y | +20.9% | -9.6% | +30.5% | +19.4% |
| 3Y | +43.3% | +355.5% | -312.2% | -22.9% |
| 5Y | +28.3% | +826.6% | -798.2% | -48.7% |
| 10Y | +165.3% | +846.1% | -680.8% | -11.3% |
| All | +823.0% | +3,283.8% | -2,460.8% | +60.8% |
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