+135.4%
XLP vs CRS
+849.0%
-713.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +9.1% | -22.9% | +32.0% | +11.2% |
| 3M | +7.9% | -46.8% | +54.7% | +13.7% |
| 6M | +9.6% | -30.4% | +40.0% | +12.1% |
| YTD | +19.4% | -5.4% | +24.8% | +18.0% |
| 1Y | +22.4% | -9.0% | +31.4% | +21.2% |
| 3Y | +43.2% | +352.2% | -309.0% | +15.3% |
| 5Y | +42.6% | +852.2% | -809.7% | +2.1% |
| 10Y | +135.4% | +862.6% | -727.2% | +57.2% |
| All | +135.4% | +849.0% | -713.5% | +57.2% |
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