+55.0%
XOP vs CRS
+1,392.1%
-1,337.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.6% |
| 7D | +2.6% | -6.8% | +9.4% | +5.5% |
| 30D | +9.6% | -16.1% | +25.7% | +17.4% |
| 3M | +20.4% | -21.2% | +41.5% | +30.8% |
| 6M | +19.9% | +8.7% | +11.2% | +10.3% |
| YTD | +56.4% | +41.0% | +15.4% | +26.6% |
| 1Y | +52.4% | +82.7% | -30.2% | +7.2% |
| 3Y | +39.9% | +604.8% | -564.9% | -53.3% |
| 5Y | +163.7% | +1,384.7% | -1,221.0% | -45.2% |
| All | +55.0% | +1,392.1% | -1,337.0% | -70.3% |
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 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