+412.9%
XLF vs CRS
+5,076.1%
-4,663.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -1.3% | -18.1% | +16.8% | +4.8% |
| 3M | +9.1% | -12.4% | +21.6% | +12.7% |
| 6M | +14.4% | +15.9% | -1.6% | +6.9% |
| YTD | +5.1% | +45.8% | -40.7% | -9.4% |
| 1Y | +8.6% | +87.8% | -79.1% | -15.0% |
| 3Y | +74.4% | +648.7% | -574.3% | -18.2% |
| 5Y | +64.4% | +1,416.6% | -1,352.3% | -42.7% |
| 10Y | +251.6% | +1,412.7% | -1,161.1% | +4.9% |
| All | +412.9% | +5,076.1% | -4,663.2% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling