+32.9%
XLK vs CRS
+13.6%
+19.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -0.4% | -4.1% | +3.7% | +0.8% |
| 30D | -0.5% | -16.6% | +16.1% | +5.0% |
| 3M | +5.0% | -14.3% | +19.3% | +10.5% |
| 6M | +32.9% | +11.6% | +21.3% | +29.6% |
| All | +32.9% | +13.6% | +19.3% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling