+12.3%
XLI vs CRS
-3.8%
+16.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.6% | +4.3% | -3.7% | -0.3% |
| 30D | -0.4% | -25.5% | +25.1% | +5.1% |
| 3M | -8.8% | -48.7% | +39.9% | +4.9% |
| 6M | -0.4% | -31.6% | +31.3% | +6.7% |
| YTD | +10.1% | -7.0% | +17.2% | +11.4% |
| 1Y | +12.3% | -4.5% | +16.8% | +12.8% |
| All | +12.3% | -3.8% | +16.1% | +12.8% |
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 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