+253.9%
XLI vs CRS
+1,392.1%
-1,138.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -1.7% | -6.8% | +5.1% | +0.2% |
| 30D | -7.3% | -16.1% | +8.9% | -2.9% |
| 3M | -1.3% | -21.2% | +19.8% | +4.6% |
| 6M | +2.2% | +8.7% | -6.4% | -1.1% |
| YTD | +11.7% | +41.0% | -29.3% | +0.3% |
| 1Y | +14.3% | +82.7% | -68.4% | -5.5% |
| 3Y | +70.3% | +604.8% | -534.4% | -7.8% |
| 5Y | +82.3% | +1,384.7% | -1,302.4% | -24.6% |
| All | +253.9% | +1,392.1% | -1,138.2% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling