+65.1%
XLE vs CRS
+365.2%
-300.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -0.3% |
| 7D | -7.9% | +4.9% | -12.8% | -8.3% |
| 30D | -4.8% | -20.8% | +16.0% | -3.2% |
| 3M | +8.4% | -46.4% | +54.8% | +14.2% |
| 6M | +12.7% | -28.6% | +41.2% | +14.5% |
| YTD | +41.3% | -2.8% | +44.1% | +35.9% |
| 1Y | +42.3% | -6.7% | +49.0% | +37.6% |
| 3Y | +65.1% | +368.0% | -302.9% | +26.9% |
| All | +65.1% | +365.2% | -300.1% | +26.9% |
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 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