+60.5%
XOM vs CRS
+612.2%
-551.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +4.1% | -6.8% | +10.9% | +4.3% |
| 30D | +4.6% | -16.1% | +20.7% | +5.1% |
| 3M | +14.0% | -21.2% | +35.1% | +14.7% |
| 6M | +11.0% | +8.7% | +2.3% | +9.6% |
| YTD | +40.7% | +41.0% | -0.3% | +35.5% |
| 1Y | +52.3% | +82.7% | -30.4% | +42.5% |
| 3Y | +60.5% | +604.8% | -544.3% | +34.3% |
| All | +60.5% | +612.2% | -551.8% | +34.3% |
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