+1,455.3%
XLK vs CRS
+4,960.9%
-3,505.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -0.4% | -4.1% | +3.7% | +0.6% |
| 30D | -0.5% | -16.6% | +16.1% | +4.2% |
| 3M | +5.0% | -14.3% | +19.3% | +8.9% |
| 6M | +32.9% | +11.6% | +21.3% | +28.0% |
| YTD | +29.0% | +42.6% | -13.6% | +16.1% |
| 1Y | +37.8% | +81.8% | -44.0% | +15.3% |
| 3Y | +118.7% | +632.1% | -513.4% | +23.5% |
| 5Y | +145.6% | +1,401.6% | -1,256.1% | +10.6% |
| 10Y | +791.5% | +1,379.0% | -587.5% | +249.8% |
| All | +1,455.3% | +4,960.9% | -3,505.6% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling