+43.4%
XRT vs CRS
+653.3%
-609.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.5% |
| 7D | -0.3% | -3.1% | +2.8% | +0.3% |
| 30D | -5.6% | -19.6% | +14.0% | -2.0% |
| 3M | +2.5% | -8.1% | +10.6% | +3.4% |
| 6M | +3.7% | +18.6% | -14.9% | -0.9% |
| YTD | +1.0% | +45.9% | -44.9% | -7.6% |
| 1Y | -1.2% | +82.5% | -83.7% | -14.2% |
| 3Y | +43.4% | +648.9% | -605.5% | -8.3% |
| All | +43.4% | +653.3% | -609.9% | -8.3% |
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