+176.5%
XLE vs CRS
+814.8%
-638.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.1% |
| 7D | +4.4% | +7.4% | -3.0% | +1.9% |
| 30D | -4.3% | -21.2% | +16.9% | +1.8% |
| 3M | +6.0% | -43.3% | +49.3% | +24.9% |
| 6M | +13.2% | -29.4% | +42.6% | +22.1% |
| YTD | +46.7% | -4.7% | +51.4% | +39.3% |
| 1Y | +46.6% | -9.6% | +56.2% | +41.4% |
| 3Y | +69.6% | +355.5% | -285.9% | -18.7% |
| 5Y | +166.5% | +826.6% | -660.0% | -12.7% |
| All | +176.5% | +814.8% | -638.4% | -20.9% |
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