+559.9%
XLP vs CRS
+3,283.8%
-2,723.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.2% | +7.4% | -7.6% | -1.0% |
| 30D | +8.2% | -21.2% | +29.4% | +10.5% |
| 3M | +7.7% | -43.3% | +51.0% | +14.0% |
| 6M | +9.3% | -29.4% | +38.7% | +12.3% |
| YTD | +19.5% | -4.7% | +24.1% | +18.0% |
| 1Y | +21.0% | -9.6% | +30.6% | +20.2% |
| 3Y | +43.2% | +355.5% | -312.2% | +14.0% |
| 5Y | +42.7% | +826.6% | -783.8% | +1.6% |
| 10Y | +135.7% | +846.1% | -710.4% | +55.4% |
| All | +559.9% | +3,283.8% | -2,723.9% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling