+173.9%
XLE vs CRS
+882.2%
-708.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +1.1% |
| 7D | -0.2% | +4.4% | -4.6% | -1.7% |
| 30D | -4.0% | -19.1% | +15.1% | +1.3% |
| 3M | +4.6% | -43.2% | +47.9% | +23.3% |
| 6M | +12.3% | -28.9% | +41.2% | +20.9% |
| YTD | +44.5% | -3.0% | +47.5% | +36.5% |
| 1Y | +42.4% | -5.3% | +47.7% | +35.1% |
| 3Y | +67.0% | +363.5% | -296.5% | -20.4% |
| 5Y | +161.9% | +858.2% | -696.3% | -15.2% |
| 10Y | +173.9% | +862.9% | -689.0% | -22.4% |
| All | +173.9% | +882.2% | -708.4% | -22.4% |
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