+15.6%
XLE vs CRS
+17.0%
-1.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | -16.6% | +28.4% | +8.3% |
| 3M | +9.8% | -3.5% | +13.3% | +9.7% |
| 6M | +15.6% | +15.4% | +0.1% | +20.4% |
| All | +15.6% | +17.0% | -1.5% | +20.4% |
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 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