+14.3%
XLI vs CRS
+79.6%
-65.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -1.7% | -6.8% | +5.1% | -0.3% |
| 30D | -7.3% | -16.1% | +8.9% | -4.1% |
| 3M | -1.3% | -21.2% | +19.8% | +3.0% |
| 6M | +2.2% | +8.7% | -6.4% | +0.3% |
| YTD | +11.7% | +41.0% | -29.3% | +6.3% |
| 1Y | +14.3% | +82.7% | -68.4% | +5.9% |
| All | +14.3% | +79.6% | -65.3% | +5.9% |
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