+44.0%
XLP vs CRS
+800.5%
-756.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.5% |
| 7D | +2.5% | +4.8% | -2.2% | +2.3% |
| 30D | +7.3% | -23.2% | +30.5% | +8.4% |
| 3M | +8.1% | -45.5% | +53.6% | +11.2% |
| 6M | +10.5% | -33.1% | +43.6% | +11.8% |
| YTD | +21.2% | -7.2% | +28.4% | +19.7% |
| 1Y | +22.7% | -10.0% | +32.7% | +21.4% |
| 3Y | +44.8% | +332.3% | -287.5% | +21.7% |
| All | +44.0% | +800.5% | -756.5% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling