+119.9%
XRT vs CRS
+1,409.1%
-1,289.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -3.6% | -4.1% | +0.5% | -2.4% |
| 30D | -6.7% | -16.6% | +9.9% | -1.8% |
| 3M | -1.4% | -14.3% | +12.9% | +2.2% |
| 6M | +1.7% | +11.6% | -9.9% | -3.4% |
| YTD | -1.5% | +42.6% | -44.1% | -13.7% |
| 1Y | -2.5% | +81.8% | -84.3% | -21.9% |
| 3Y | +39.9% | +632.1% | -592.2% | -32.3% |
| 5Y | -2.6% | +1,401.6% | -1,404.3% | -64.4% |
| All | +119.9% | +1,409.1% | -1,289.2% | -28.4% |
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