+64.3%
XLF vs CRS
+1,363.4%
-1,299.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -1.5% | -6.8% | +5.3% | -0.2% |
| 30D | -1.2% | -16.1% | +15.0% | +2.1% |
| 3M | +9.2% | -21.2% | +30.4% | +13.6% |
| 6M | +16.3% | +8.7% | +7.6% | +12.9% |
| YTD | +5.4% | +41.0% | -35.5% | -3.4% |
| 1Y | +7.6% | +82.7% | -75.1% | -7.6% |
| 3Y | +74.2% | +604.8% | -530.6% | +6.1% |
| All | +64.3% | +1,363.4% | -1,299.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling