+136.0%
XLC vs CRS
+495.0%
-359.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.6% |
| 7D | +3.7% | +4.8% | -1.0% | +2.7% |
| 30D | -1.9% | -23.2% | +21.3% | +2.5% |
| 3M | -3.1% | -45.5% | +42.4% | +8.1% |
| 6M | -6.4% | -33.1% | +26.8% | -0.3% |
| YTD | -6.8% | -7.2% | +0.4% | -8.2% |
| 1Y | -1.7% | -10.0% | +8.3% | -2.7% |
| 3Y | +64.7% | +332.3% | -267.6% | +10.3% |
| 5Y | +41.1% | +801.9% | -760.8% | -22.7% |
| All | +136.0% | +495.0% | -359.0% | +30.0% |
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 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