+14.7%
XRT vs CRS
-31.8%
+46.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | +1.7% | +4.8% | -3.0% | +1.6% |
| 30D | +7.5% | -23.2% | +30.7% | +7.1% |
| 3M | +2.2% | -45.5% | +47.7% | +4.0% |
| 6M | +14.7% | -33.1% | +47.8% | +8.2% |
| All | +14.7% | -31.8% | +46.4% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling