+120.4%
XLK vs CRS
+612.2%
-491.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.6% |
| 7D | +0.2% | -6.8% | +7.0% | +1.9% |
| 30D | -0.6% | -16.1% | +15.5% | +3.6% |
| 3M | +2.6% | -21.2% | +23.7% | +8.4% |
| 6M | +34.0% | +8.7% | +25.3% | +30.7% |
| YTD | +30.7% | +41.0% | -10.3% | +19.5% |
| 1Y | +39.2% | +82.7% | -43.5% | +18.4% |
| 3Y | +120.4% | +604.8% | -484.4% | +48.9% |
| All | +120.4% | +612.2% | -491.8% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling