+538.9%
XRT vs CRS
+692.0%
-153.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | +1.7% | +4.8% | -3.0% | +0.2% |
| 30D | +7.5% | -23.2% | +30.7% | +14.9% |
| 3M | +2.2% | -45.5% | +47.7% | +21.1% |
| 6M | +14.7% | -33.1% | +47.8% | +26.2% |
| YTD | +7.5% | -7.2% | +14.7% | +5.2% |
| 1Y | +14.1% | -10.0% | +24.1% | +12.6% |
| 3Y | +58.8% | +332.3% | -273.5% | -11.7% |
| 5Y | -3.9% | +801.9% | -805.8% | -59.9% |
| 10Y | +137.7% | +820.9% | -683.2% | -14.6% |
| All | +538.9% | +692.0% | -153.1% | +76.5% |
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