+633.7%
XLU vs CRS
+4,960.9%
-4,327.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -1.2% | -4.1% | +2.9% | -0.6% |
| 30D | -2.5% | -16.6% | +14.0% | -0.1% |
| 3M | -2.7% | -14.3% | +11.5% | -1.0% |
| 6M | -7.5% | +11.6% | -19.0% | -9.7% |
| YTD | +0.9% | +42.6% | -41.6% | -5.1% |
| 1Y | +3.3% | +81.8% | -78.5% | -6.8% |
| 3Y | +47.3% | +632.1% | -584.8% | +5.6% |
| 5Y | +44.4% | +1,401.6% | -1,357.2% | -9.7% |
| 10Y | +140.8% | +1,379.0% | -1,238.2% | +36.3% |
| All | +633.7% | +4,960.9% | -4,327.2% | +185.1% |
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