+508.9%
XLP vs CRS
+5,266.7%
-4,757.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | -16.6% | +15.8% | +1.1% |
| 3M | +3.8% | -3.5% | +7.3% | +3.8% |
| 6M | -1.7% | +15.4% | -17.2% | -4.1% |
| YTD | +10.3% | +51.2% | -40.9% | +4.1% |
| 1Y | +7.8% | +98.3% | -90.5% | -1.9% |
| 3Y | +27.2% | +651.5% | -624.3% | -3.8% |
| 5Y | +32.5% | +1,411.1% | -1,378.6% | -10.3% |
| 10Y | +101.8% | +1,424.3% | -1,322.5% | +26.4% |
| All | +508.9% | +5,266.7% | -4,757.7% | +182.7% |
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 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