+54.9%
XLE vs CRS
+653.3%
-598.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | +12.6% | -19.6% | +32.3% | +14.9% |
| 3M | +11.8% | -8.1% | +19.9% | +12.1% |
| 6M | +16.1% | +18.6% | -2.5% | +12.1% |
| YTD | +46.9% | +45.9% | +1.0% | +36.9% |
| 1Y | +53.3% | +82.5% | -29.2% | +36.9% |
| 3Y | +54.9% | +648.9% | -594.0% | +15.4% |
| All | +54.9% | +653.3% | -598.3% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling