-1.5%
XLC vs CRS
+81.8%
-83.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -1.7% | -4.1% | +2.5% | -1.5% |
| 30D | +0.2% | -16.6% | +16.8% | +0.9% |
| 3M | +0.7% | -14.3% | +15.0% | +1.0% |
| 6M | -4.5% | +11.6% | -16.0% | -5.3% |
| YTD | -4.7% | +42.6% | -47.3% | -5.6% |
| 1Y | -1.5% | +81.8% | -83.3% | -2.5% |
| All | -1.5% | +81.8% | -83.3% | -2.5% |
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