+169.4%
XLV vs CRS
+1,392.1%
-1,222.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -3.6% | -6.8% | +3.2% | -2.7% |
| 30D | -1.8% | -16.1% | +14.3% | +0.4% |
| 3M | +7.8% | -21.2% | +29.0% | +10.8% |
| 6M | +9.1% | +8.7% | +0.4% | +7.0% |
| YTD | +7.7% | +41.0% | -33.2% | +1.8% |
| 1Y | +20.4% | +82.7% | -62.2% | +9.2% |
| 3Y | +30.8% | +604.8% | -574.0% | -4.9% |
| 5Y | +34.6% | +1,384.7% | -1,350.1% | -15.2% |
| All | +169.4% | +1,392.1% | -1,222.7% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling