+42.8%
XLP vs CRS
+355.6%
-312.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -0.2% | +7.4% | -7.6% | -0.2% |
| 30D | +8.2% | -21.2% | +29.4% | +8.0% |
| 3M | +7.7% | -43.3% | +51.0% | +7.8% |
| 6M | +9.3% | -29.4% | +38.7% | +8.7% |
| YTD | +19.5% | -4.7% | +24.1% | +18.2% |
| 1Y | +21.0% | -9.6% | +30.6% | +19.8% |
| All | +42.8% | +355.6% | -312.8% | +36.8% |
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