+42.0%
XLP vs CRS
+772.4%
-730.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | +10.3% | -28.8% | +39.1% | +11.8% |
| 3M | +6.5% | -50.0% | +56.5% | +10.0% |
| 6M | +8.4% | -39.2% | +47.6% | +10.3% |
| YTD | +18.2% | -11.4% | +29.6% | +17.0% |
| 1Y | +22.4% | -11.7% | +34.1% | +21.2% |
| 3Y | +41.9% | +319.6% | -277.8% | +19.4% |
| All | +42.0% | +772.4% | -730.4% | +9.9% |
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