+22.2%
XLP vs CRS
-7.4%
+29.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.7% | -8.8% | +1.3% |
| 7D | +0.1% | +4.9% | -4.9% | +0.3% |
| 30D | +8.9% | -20.8% | +29.8% | +7.8% |
| 3M | +7.5% | -46.4% | +53.9% | +5.5% |
| 6M | +9.4% | -28.6% | +38.0% | +6.5% |
| YTD | +19.3% | -2.8% | +22.1% | +15.5% |
| All | +22.2% | -7.4% | +29.6% | +17.7% |
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 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