+7.6%
XLF vs CRS
+79.6%
-72.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -1.5% | -6.8% | +5.3% | -1.1% |
| 30D | -1.2% | -16.1% | +15.0% | -0.2% |
| 3M | +9.2% | -21.2% | +30.4% | +10.4% |
| 6M | +16.3% | +8.7% | +7.6% | +14.8% |
| YTD | +5.4% | +41.0% | -35.5% | +2.8% |
| 1Y | +7.6% | +82.7% | -75.1% | +3.7% |
| All | +7.6% | +79.6% | -72.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling