+548.2%
XRT vs CRS
+728.1%
-180.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | -1.4% | +4.4% | -5.8% | -2.8% |
| 30D | +9.8% | -19.1% | +28.9% | +15.5% |
| 3M | +3.3% | -43.2% | +46.5% | +20.9% |
| 6M | +13.6% | -28.9% | +42.5% | +22.7% |
| YTD | +9.1% | -3.0% | +12.0% | +5.3% |
| 1Y | +15.1% | -5.3% | +20.4% | +11.7% |
| 3Y | +59.9% | +363.5% | -303.6% | -13.0% |
| 5Y | -1.7% | +858.2% | -859.9% | -59.7% |
| 10Y | +141.1% | +862.9% | -721.8% | -14.6% |
| All | +548.2% | +728.1% | -180.0% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling