+513.3%
XRT vs CRS
+1,190.5%
-677.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -4.2% | -16.6% | +12.4% | +1.1% |
| 3M | +5.1% | -3.5% | +8.6% | +5.2% |
| 6M | +2.4% | +15.4% | -13.0% | -3.9% |
| YTD | +3.2% | +51.2% | -48.0% | -11.7% |
| 1Y | +1.5% | +98.3% | -96.8% | -21.6% |
| 3Y | +40.6% | +651.5% | -611.0% | -33.4% |
| 5Y | -1.0% | +1,411.1% | -1,412.1% | -64.3% |
| 10Y | +128.4% | +1,424.3% | -1,295.9% | -29.3% |
| All | +513.3% | +1,190.5% | -677.2% | +48.1% |
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