+612.8%
CRS vs PEG
+32.0%
+580.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | -16.6% | -2.8% | -13.8% | -15.4% |
| 3M | -14.3% | -6.9% | -7.3% | -11.4% |
| 6M | +11.6% | -11.4% | +23.0% | +18.3% |
| YTD | +42.6% | -7.4% | +50.0% | +47.3% |
| 1Y | +81.8% | -8.3% | +90.1% | +87.7% |
| All | +612.8% | +32.0% | +580.9% | +498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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