+33.6%
XLY vs CRS
+612.2%
-578.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -1.7% | -6.8% | +5.1% | -0.4% |
| 30D | -4.2% | -16.1% | +11.9% | -1.0% |
| 3M | -2.7% | -21.2% | +18.5% | +1.4% |
| 6M | -0.6% | +8.7% | -9.3% | -3.5% |
| YTD | -5.0% | +41.0% | -46.0% | -12.9% |
| 1Y | -4.1% | +82.7% | -86.8% | -17.7% |
| 3Y | +33.6% | +604.8% | -571.2% | -13.9% |
| All | +33.6% | +612.2% | -578.6% | -13.9% |
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