-6.4%
XLC vs CRS
-31.8%
+25.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.2% |
| 7D | +3.7% | +4.8% | -1.0% | +3.5% |
| 30D | -1.9% | -23.2% | +21.3% | -1.2% |
| 3M | -3.1% | -45.5% | +42.4% | -1.9% |
| 6M | -6.4% | -33.1% | +26.8% | -9.5% |
| All | -6.4% | -31.8% | +25.4% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling