+46.3%
XLU vs CRS
+612.2%
-566.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.6% | -6.8% | +5.2% | -1.0% |
| 30D | -3.3% | -16.1% | +12.8% | -1.9% |
| 3M | -3.2% | -21.2% | +18.0% | -1.4% |
| 6M | -7.0% | +8.7% | -15.6% | -8.3% |
| YTD | +0.6% | +41.0% | -40.3% | -3.3% |
| 1Y | +2.4% | +82.7% | -80.2% | -4.1% |
| 3Y | +46.3% | +604.8% | -558.5% | +12.4% |
| All | +46.3% | +612.2% | -566.0% | +12.4% |
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 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